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On the non-closure under convolution of the subexponential family
5 references·3 citing·22 second hop
On the non-closure under convolution of the subexponential family (1989)On the non-closure under convolution of t…Subexponential distributions and integrated tails (1988)Subexponential distributions …Convolutions of Distributions With Exponential and Subexponential Tails (1987)Convolutions of Distributions…On closure and factorization properties of subexponential and related distributions (1980)On closure and factorization …Subexponential distributions and dominated-variation tails (1978)Subexponential distributions …The Class of Subexponential Distributions (1975)The Class of Subexponential D…Convolution and convolution-root properties of long-tailed distributions (2015)Convolution and convolution-r…Heavy-Tailed Distributions: Data, Diagnostics, and New Developments (2011)Heavy-Tailed Distributions: D…Ratio of the Tail of an Infinitely Divisible Distribution on the Line to that of its Lévy Measure (2010)Ratio of the Tail of an Infin…The Variation of Certain Speculative Prices (1963)The variation of certain speculative prices (1997)An Introduction to Statistical Modeling of Extreme Values (2001)Modelling of extremal events in insurance and finance (1994)Modelling Extremal Events (1997)Ruin Probabilities (2010)Subexponentiality and infinite divisibility (1979)Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities (1998)Limit Theory for Moving Averages of Random Variables with Regularly Varying Tail Probabilities (1985)Convolution equivalence and infinite divisibility (2004)Ruin Probabilities and Overshoots for General Lévy Insurance Risk Processes (2004)Subexponential Distributions (2004)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate (2011)On the tails of waiting-time distributions (1975)Asymptotic behaviour of Wiener-Hopf factors of a random walk (1977)A property of longtailed distributions (1984)Infinite divisibility and generalized subexponentiality (2005)Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model (2007)Subexponential distribution functions (1980)Convolution tails, product tails and domains of attraction (1986)Subexponential distributions and characterizations of related classes (1989)
this work references cited by second hop

References

  • 1988Subexponential distributions and integrated tails318 cited
  • 1980On closure and factorization properties of subexponential and related distributions286 cited
  • 1975The Class of Subexponential Distributions201 cited
  • 1987Convolutions of Distributions With Exponential and Subexponential Tails150 cited
  • 1978Subexponential distributions and dominated-variation tails87 cited

Cited by

  • 2010Ratio of the Tail of an Infinitely Divisible Distribution on the Line to that of its Lévy Measure57 cited
  • 2015Convolution and convolution-root properties of long-tailed distributions37 cited
  • 2011Heavy-Tailed Distributions: Data, Diagnostics, and New Developments36 cited

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