Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/257901 
Authors: 
Year of Publication: 
2019
Citation: 
[Journal:] Risks [ISSN:] 2227-9091 [Volume:] 7 [Issue:] 2 [Article No.:] 63 [Publisher:] MDPI [Place:] Basel [Year:] 2019 [Pages:] 1-8
Publisher: 
MDPI, Basel
Abstract: 
We investigate a shot noise process with subexponential shot marks occurring at renewal epochs. Our main result is a precise asymptotic formula for its tail probability. In doing so, some recent results regarding sums of randomly weighted subexponential random variables play a crucial role.
Subjects: 
shot noise
subexponentiality
tail probability
randomly weighted sum
renewal process
Persistent Identifier of the first edition: 
Creative Commons License: 
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Document Type: 
Article
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