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Convolution equivalence and infinite divisibility

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References

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1986Convolution tails, product tails and domains of attraction195 cited
1987Convolutions of Distributions With Exponential and Subexponential Tails150 cited
2004Subexponential Distributions144 cited

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2007Lower limits and equivalences for convolution tails63 cited
2008From light tails to heavy tails through multiplier58 cited
2007The subexponentiality of products revisited57 cited
2010Ratio of the Tail of an Infinitely Divisible Distribution on the Line to that of its Lévy Measure57 cited
2006Extremal behavior of stochastic volatility models52 cited

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2008On the asymptotic behaviour of Lévy processes, Part I: Subexponential and exponential processes45 cited

2007Convolution Equivalence and Infinite Divisibility: Corrections and Corollaries45 cited

2019Extremal dependence of random scale constructions42 cited