activity
20042008
most citedVeraverbeke's theorem at large - On the maximum of some processes with negative drift and heavy tail innovations

2 citations · 2 across the 4 of their papers we have counts for

collaborators
Showing math.PRShow all

8 papers · 1 filter

math.PR2011

Ruin probabilities in tough times - Part 2 - Heavy-traffic approximation for fractionally differentiated random walks in the domain of attraction of a nonGaussian stable distribution

Ph. Barbe, W. P. McCormick

Motivated by applications to insurance mathematics, we prove some heavy-traffic limit theorems for processes which encompass the fractionally differentiated random walk as well as…

math.PR2011

Ruin probabilities in tough times - Part 1 - Heavy-traffic approximation for fractionally integrated random walks in the domain of attraction of a nonGaussian stable distribution

Ph. Barbe, W. P. McCormick

Motivated by applications to insurance mathematics, we prove some heavy-traffic limit theorems for process which encompass the fractionally integrated random walk as well as some F…

math.PR2008

An extension of a logarithmic form of Cramer's ruin theorem to some FARIMA and related processes

Ph. Barbe, W. P. McCormick

Cramer's theorem provides an estimate for the tail probability of the maximum of a random walk with negative drift and increments having a moment generating function finite in a ne…

math.PR20082 cited

Veraverbeke's theorem at large - On the maximum of some processes with negative drift and heavy tail innovations

Philippe Barbe, Bill McCormick

Veraverbeke's (1977) theorem relates the tail of the distribution of the supremum of a random walk with negative drift to the tail of the distribution of its increments, or equival…

math.PR2006

Asymptotic expansions for distributions of compound sums of light subexponential random variables

Ph . Barbe, W. P. McCormick, C. Zhang

We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples…

math.PR2006

Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments

Ph . Barbe, W. P. McCormick, C. Zhang

Let F be a distribution function with negative mean and regularly varying right tail. Under a mild smoothness condition we derive higher order asymptotic expansions for the tail di…