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An Introduction to Heavy-Tailed and Subexponential Distributions
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Cited by

  • 2015Microeconomic Origins of Macroeconomic Tail Risks102 cited
  • 2014Randomly weighted sums of subexponential random variables with application to capital allocation101 cited
  • 2019Single-big-jump principle in physical modeling97 cited
  • 2010Asymptotics of random contractions74 cited
  • 2015Tail behavior of sums and differences of log-normal random variables63 cited
  • 2014Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims45 cited
  • 2015Uncertainty quantification metrics for whole product life cycle cost estimates in aerospace innovation33 cited
  • 2012On Large Delays in Multi-Server Queues with Heavy Tails26 cited
  • 2015Microeconomic Origins of Macroeconomic Tail Risks23 cited
  • 2016Capacitated Multiechelon Inventory Systems: Policies and Bounds21 cited

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