313 citations to https://www.mathnet.ru/rus/tvp422
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Thomas Mikosch, Olivier Wintenberger, Springer Series in Operations Research and Financial Engineering, Extreme Value Theory for Time Series, 2024, 55
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Shijie Wang, Yueli Yang, Yang Liu, Lianqiang Yang, “Asymptotics for a Bidimensional Renewal Risk Model with Subexponential Main Claims and Delayed Claims”, Methodol Comput Appl Probab, 25:3 (2023)
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Marc Höll, Alon Nissan, Brian Berkowitz, Eli Barkai, “Controls that expedite first-passage times in disordered systems”, Phys. Rev. E, 108:3 (2023)
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Jūratė Karasevičienė, Jonas Šiaulys, “Randomly Stopped Sums with Generalized Subexponential Distribution”, Axioms, 12:7 (2023), 641
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Gustas Mikutavičius, Jonas Šiaulys, “Product Convolution of Generalized Subexponential Distributions”, Mathematics, 11:1 (2023), 248
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洋 陈, “Asymptotic Tail Probabilities of Maxima of Sums and Random of Sums for Widely Orthant Dependent Random Variables”, AAM, 12:09 (2023), 3794
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A. S. Praveena, S. Ravi, “On the Exponential Max-Domain of Attraction of the Standard Log-Fréchet Distribution and Subexponentiality”, Sankhya A, 85:2 (2023), 1607
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Muneya Matsui, “Subexponentialiy of densities of infinitely divisible distributions”, Electron. J. Probab., 28:none (2023)
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Zaiming Liu, Bingzhen Geng, Xinyue Man, Xinyu Liu, “Uniform asymptotics for ruin probabilities of a time-dependent bidimensional renewal risk model with dependent subexponential claims”, Stochastics, 95:7 (2023), 1147
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Saulius Paukštys, Jonas Šiaulys, Remigijus Leipus, “Truncated Moments for Heavy-Tailed and Related Distribution Classes”, Mathematics, 11:9 (2023), 2172