Renewal theory for extremal Markov sequences of Kendall type

Author:

Jasiulis-Gołdyn Barbara H.,Misiewicz Jolanta K.,Naskręt Karolina,Omey Edward

Funder

European Union

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference25 articles.

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3. Ruin Probabilities;Asmussen,2000

4. Factorization theory and domains of attraction for generalized convolution algebras;Bingham;Proc. London Math. Sci.,1971

5. On a theorem of Kłosowska about generalised convolutions;Bingham;Colloq. Math.,1984

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1. Asymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution;Journal of Theoretical Probability;2023-09-05

2. How Exceptional is the Extremal Kendall and Kendall-Type Convolution;Results in Mathematics;2023-08-30

3. Cramér–Lundberg model for some classes of extremal Markov sequences;Lithuanian Mathematical Journal;2023-07

4. Slash distributions, generalized convolutions, and extremes;Annals of the Institute of Statistical Mathematics;2022-12-20

5. Asymptotics for Kendall’s renewal function;Latin American Journal of Probability and Mathematical Statistics;2022

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