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Perpetuities with thin tails

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References

1977On the infinite divisibility of the lognormal distribution166 cited

Cited by

2005Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations66 cited
2009Extreme Value Theory for GARCH Processes64 cited
2007On a Theorem of Breiman and a Class of Random Difference Equations63 cited
2016A note on the Kesten–Grincevičius–Goldie theorem60 cited
2018Bernstein-gamma functions and exponential functionals of Lévy processes55 cited
2011Distributional properties of solutions of dVt = Vt-dUt + dLt with Lévy noise22 cited

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