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Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications

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  • Wang, Yuebao
  • Yang, Yang
  • Wang, Kaiyong
  • Cheng, Dongya

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  • Wang, Yuebao & Yang, Yang & Wang, Kaiyong & Cheng, Dongya, 2007. "Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications," Insurance: Mathematics and Economics, Elsevier, vol. 40(2), pages 256-266, March.
    • Handle: RePEc:eee:insuma:v:40:y:2007:i:2:p:256-266
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    References listed on IDEAS

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    1. Veraverbeke, N., 1977. "Asymptotic behaviour of Wiener-Hopf factors of a random walk," Stochastic Processes and their Applications, Elsevier, vol. 5(1), pages 27-37, February.
    2. Korshunov, D., 1997. "On distribution tail of the maximum of a random walk," Stochastic Processes and their Applications, Elsevier, vol. 72(1), pages 97-103, December.
    3. Asmussen, Søren & Kalashnikov, Vladimir & Konstantinides, Dimitrios & Klüppelberg, Claudia & Tsitsiashvili, Gurami, 2002. "A local limit theorem for random walk maxima with heavy tails," Statistics & Probability Letters, Elsevier, vol. 56(4), pages 399-404, February.
    4. Embrechts, Paul & Goldie, Charles M., 1982. "On convolution tails," Stochastic Processes and their Applications, Elsevier, vol. 13(3), pages 263-278, September.
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    Cited by:

    1. Jiang, Tao & Wang, Yuebao & Cui, Zhaolei & Chen, Yuxin, 2019. "On the almost decrease of a subexponential density," Statistics & Probability Letters, Elsevier, vol. 153(C), pages 71-79.
    2. Gao, Qingwu & Wang, Yuebao, 2009. "Ruin probability and local ruin probability in the random multi-delayed renewal risk model," Statistics & Probability Letters, Elsevier, vol. 79(5), pages 588-596, March.
    3. Jianxi Lin, 2012. "Second order Subexponential Distributions with Finite Mean and Their Applications to Subordinated Distributions," Journal of Theoretical Probability, Springer, vol. 25(3), pages 834-853, September.
    4. Zhaolei Cui & Yuebao Wang & Hui Xu, 2022. "Local Closure under Infinitely Divisible Distribution Roots and Esscher Transform," Mathematics, MDPI, vol. 10(21), pages 1-24, November.
    5. Yuebao Wang & Kaiyong Wang, 2009. "Equivalent Conditions of Asymptotics for the Density of the Supremum of a Random Walk in the Intermediate Case," Journal of Theoretical Probability, Springer, vol. 22(2), pages 281-293, June.
    6. Yu, Changjun & Wang, Yuebao & Yang, Yang, 2010. "The closure of the convolution equivalent distribution class under convolution roots with applications to random sums," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 462-472, March.
    7. Yuebao Wang & Hui Xu & Dongya Cheng & Changjun Yu, 2018. "The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands," Statistical Papers, Springer, vol. 59(1), pages 99-126, March.
    8. Yu, Changjun & Wang, Yuebao & Cui, Zhaolei, 2010. "Lower limits and upper limits for tails of random sums supported on," Statistics & Probability Letters, Elsevier, vol. 80(13-14), pages 1111-1120, July.

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