Subexponential distributions and characterizations of related classes

On Regular Variation and Its Application to the Weak Convergence of Sample Extremes

Simeon M. Berman, Laurens de Haan · Technometrics · 1972 · 617 citations

Natural Sciences, Mathematics, Probability Theory +12

A Theorem on Sums of Independent Positive Random Variables and Its Applications to Branching Random Processes

V. P. Chistyakov · Theory of Probability and Its Applications · 1964 · 437 citations

Natural Sciences, Mathematics, Markov Decision Processes +7

Estimates for the probability of ruin with special emphasis on the possibility of large claims

Paul Embrechts, Noël Veraverbeke · Insurance Mathematics and Economics · 1982 · 413 citations

Natural Sciences, Economics, Mathematics +5

Subexponential distributions and integrated tails

Claudia Klüppelberg · Journal of Applied Probability · 1988 · 333 citations

Natural Sciences, Mathematics, Probability Theory +13

Asymptotic behaviour of Wiener-Hopf factors of a random walk

Noël Veraverbeke · Stochastic Processes and their Applications · 1977 · 246 citations

Engineering, Physics, Probability Theory +9