313 citations to https://www.mathnet.ru/rus/tvp422
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Buraczewski D. Damek E. Mikosch T., “Stochastic Models With Power-Law Tails: the Equation X = Ax + B”, Stochastic Models With Power-Law Tails: the Equation X = Ax + B, Springer Series in Operations Research and Financial Engineering, Springer Int Publishing Ag, 2016, 1–320
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Xijun Liu, Qingwu Gao, “Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims”, Communications in Statistics - Theory and Methods, 45:18 (2016), 5341
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Gennady Samorodnitsky, Julian Sun, “Multivariate subexponential distributions and their applications”, Extremes, 19:2 (2016), 171
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Sergej Beck, Jochen Blath, Michael Scheutzow, “A new class of large claim size distributions: Definition, properties, and ruin theory”, Bernoulli, 21:4 (2015)
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Zuoxiang Peng, Xin Liao, “Second-order asymptotics for convolution of distributions with light tails”, Statistics & Probability Letters, 106 (2015), 199
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Advances in Heavy Tailed Risk Modeling, 2015, 597
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Hui Xu, Sergey Foss, Yuebao Wang, “Convolution and convolution-root properties of long-tailed distributions”, Extremes, 18:4 (2015), 605
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Changjun Yu, Yuebao Wang, Dongya Cheng, “Tail behavior of the sums of dependent and heavy-tailed random variables”, Journal of the Korean Statistical Society, 44:1 (2015), 12
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Edward Omey, Rein Vesilo, “Random sums of random variables and vectors: Including infinite means and unequal length sums”, Lith Math J, 55:3 (2015), 433
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S. Ravi, A. S. Praveena, “On The Intersection Of Max Domains Of Attraction Ofp-Max Stable Laws and the Class of Subexponential Distributions”, Communications in Statistics - Theory and Methods, 44:1 (2015), 115