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Omey, Edward

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Author ID: omey.edward Recent zbMATH articles by "Omey, Edward"
Published as: Omey, E.; Omey, Edward
External Links: MGP · Wikidata
Documents Indexed: 91 Publications since 1981, including 1 Book
Reviewing Activity: 87 Reviews

Publications by Year

Citations contained in zbMATH

67 Publications have been cited 424 times in 271 Documents Cited by Year
A property of longtailed distributions. Zbl 0534.60015
Embrechts, Paul; Omey, Edward
31
1984
Shocks, runs and random sums. Zbl 0987.60028
Mallor, F.; Omey, E.
30
2001
Second order behaviour of the tail of a subordinated probability distribution. Zbl 0589.60012
Omey, E.; Willekens, E.
27
1986
Second-order behaviour of distributions subordinate to a distribution with finite mean. Zbl 0635.60018
Omey, E.; Willekens, E.
26
1987
Domains of attraction and regular variation in \({\mathbb{R}}^ d\). Zbl 0536.60027
de Haan, Laurens; Omey, E.; Resnick, Sidney I.
24
1984
Harmonic renewal measures. Zbl 0465.60079
Greenwood, P.; Omey, E.; Teugels, J. L.
18
1982
Integrals and derivatives of regularly varying functions in \(R^ n\) and domains of attraction of stable distributions. II. Zbl 0528.60021
de Haan, Laurens; Omey, E.
16
1984
Harmonic renewal measures and bivariate domains of attraction in fluctuation theory. Zbl 0493.60072
Greenwood, P.; Omey, E.; Teugels, J. L.
14
1982
Weighted renewal functions: A hierarchical approach. Zbl 1009.60075
Omey, Edward; Teugels, Jef L.
12
2002
A renewal theorem of Blackwell type. Zbl 0537.60087
Embrechts, Paul; Maejima, Makoto; Omey, Edward
12
1984
On the difference between the product and the convolution product of distribution functions. Zbl 0824.60032
Omey, E.
11
1994
The tail behaviour of a random sum of subexponential random variables and vectors. Zbl 1150.60029
Daley, D. J.; Omey, Edward; Vesilo, Rein
10
2007
The rate of convergence for subexponential distributions. Zbl 0935.60005
Baltrūnas, A.; Omey, E.
10
1998
Rates of convergence for densities in extreme value theory. Zbl 0644.62015
Omey, E.
10
1988
A Markov-binomial distribution. Zbl 1274.60233
Omey, E.; Santos, J.; Van Gulck, S.
9
2008
Multivariate subexponential distributions and random sums of random vectors. Zbl 1122.26003
Omey, E.; Mallor, F.; Santos, J.
9
2006
Rates of convergence in multivariate extreme value theory. Zbl 0735.60053
Omey, E.; Rachev, S. T.
9
1991
Renewal processes. Zbl 1300.60004
Mitov, Kosto V.; Omey, Edward
7
2014
Hazard rates and subexponential distributions. Zbl 1164.60300
Baltrunas, A.; Omey, E.; Van Gulck, S.
7
2006
Functions of power series. Zbl 0561.60093
Embrechts, P.; Omey, E.
7
1984
Regularly varying probability densities. Zbl 1164.26302
Bingham, N. H.; Goldie, Charles M.; Omey, Edward
5
2006
The rate of convergence for subexponential distributions and densities. Zbl 1018.60013
Baltrūnas, A.; Omey, E.
5
2002
Random sums of random vectors. Zbl 0735.60023
Omey, E.
5
1990
On the rate of convergence in extreme value theory. Zbl 0688.62016
Omey, E.
5
1989
Abelian and Tauberian theorems for the Laplace transform of functions in several variables. Zbl 0684.44002
Omey, E.; Willekens, E.
5
1989
\(\pi\) -variation with remainder. Zbl 0612.26001
Omey, E.; Willekens, E.
5
1988
Regular variation and its applications to second order linear differential equations. Zbl 0497.34013
Omey, E.
5
1981
A branching process with immigration in varying environments. Zbl 1311.60096
Mitov, Kosto V.; Omey, Edward
4
2014
Intuitive approximations for the renewal function. Zbl 1295.60098
Mitov, Kosto V.; Omey, Edward
4
2014
Multivariate weighted renewal functions. Zbl 1110.60084
Mallor, F.; Omey, E.; Santos, J.
4
2007
Rapidly varying behaviour of the solutions to a second order linear differential equation. Zbl 0956.34023
Omey, Edward
4
1997
Note on operators of Szász-Mirakyan type. Zbl 0598.60029
Omey, E.
4
1986
Some limit theorems for generalized renewal measures. Zbl 0564.60082
Embrechts, Paul; Maejima, Makoto; Omey, Edward
4
1985
On subordinated distributions and random record processes. Zbl 0513.60029
Embrechts, P.; Omey, E.
4
1983
Asymptotics of convolution with the semi-regular-variation tail and its application to risk. Zbl 1417.60014
Cui, Zhaolei; Omey, Edward; Wang, Wenyuan; Wang, Yuebao
3
2018
On the order of functions at infinity. Zbl 1379.26004
Cadena, Meitner; Kratz, Marie; Omey, Edward
3
2017
On the class gamma and related classes of functions. Zbl 1313.26003
Omey, Edward
3
2013
Generalised regular variation of arbitrary order. Zbl 1243.26002
Omey, Edward; Segers, Johan
3
2010
Asymptotic results for a run and cumulative mixed shock model. Zbl 1122.60075
Mallor, F.; Omey, E.; Santos, J.
3
2006
Shocks, runs, and random sums: asymptotic behavior of the tail of the distribution function. Zbl 1005.60048
Mallor, F.; Omey, E.
3
2002
Operators of probabilistic type. Zbl 0891.60025
Omey, E.
3
1996
On a subclass of regularly varying functions. Zbl 0824.60044
Omey, E.
3
1995
On the rate of convergence in extreme value theory. Zbl 0656.60031
Omey, E.; Rachev, S.
3
1988
A generalized Blackwell renewal theorem. Zbl 0561.60092
Maejima, Makoto; Omey, Edward
3
1984
A limit theorem for discounted sums. Zbl 0535.60019
Omey, E.
3
1984
Semi-heavy tails. Zbl 1407.26011
Omey, Edward; Van Gulck, Stefan; Vesilo, Rein
2
2018
Random sums of random variables and vectors: including infinite means and unequal length sums. Zbl 1326.60062
Omey, Edward; Vesilo, Rein
2
2015
Second-order renewal theorem in the finite-means case. Zbl 1036.60077
Baltrūnas, A.; Omey, E.
2
2002
Second-order subexponential sequences and the asymptotic behavior of their De Pril transform. Zbl 0999.60022
Baltrūnas, A.; Omey, E.
2
2001
Asymptotic behaviour of the distribution function of multivariate nonhomogeneous renewal processes. Zbl 0815.60021
Niculescu, S. P.; Omey, E.
2
1994
Asymptotic properties of convolution products of functions. Zbl 0647.26005
Omey, E.
2
1988
Infinite divisibility and random sums of random vectors. Zbl 0591.60012
Omey, E.
2
1985
Local limit theorems for shock models. Zbl 1341.60107
Omey, Edward; Vesilo, Rein
1
2016
On Xiang’s observations concerning the Cauchy-Schwarz inequality. Zbl 1333.26033
Omey, Edward
1
2015
Intuitive approximations in discrete renewal theory. 1: Regularly varying case. Zbl 1321.60184
Omey, Edward; Van Gulck, Stefan
1
2015
Bivariate geometric distributions. Zbl 1324.60007
Omey, Edward; Minkova, Leda D.
1
2014
A new Markov binomial distribution. Zbl 1318.60024
Minkova, Leda D.; Omey, Edward
1
2014
Modelling conflicting information using subexponential distributions and related classes. Zbl 1396.62039
Andrade, J. A. A.; Omey, Edward
1
2013
The difference between the product and the convolution product of distribution functions in \(\mathbb{R}^n\). Zbl 1265.26006
Omey, E.; Vesilo, R.
1
2011
Markovian Black and Scholes. Zbl 1121.60080
Omey, E.; Van Gulck, S.
1
2006
A note on the solutions of \(r^{\prime\prime} (x) r (x) = g (x) r^{\prime 2} (x)\). Zbl 0943.34034
Omey, E.
1
1999
An elementary renewal theorem for random compact convex sets. Zbl 0835.60006
Molchanov, Ilya S.; Omey, Edward; Kozarovitzky, Eugene
1
1995
The difference of the convolution product and the sum of density functions. Zbl 0846.60012
Omey, E.
1
1994
On the zeros of oscillatory solutions of linear second-order differential equations. Zbl 0756.34035
Hačik, M.; Omey, E.
1
1991
On the rate of convergence in extreme value theory. Zbl 0671.60015
Omey, E.; Rachev, S.
1
1988
On the difference between distributions of sums and maxima. Zbl 0606.60021
Omey, E.; Willekens, E.
1
1987
Asymptotic properties of convolution products of sequences. Zbl 0558.40002
Omey, E.
1
1984
Asymptotics of convolution with the semi-regular-variation tail and its application to risk. Zbl 1417.60014
Cui, Zhaolei; Omey, Edward; Wang, Wenyuan; Wang, Yuebao
3
2018
Semi-heavy tails. Zbl 1407.26011
Omey, Edward; Van Gulck, Stefan; Vesilo, Rein
2
2018
On the order of functions at infinity. Zbl 1379.26004
Cadena, Meitner; Kratz, Marie; Omey, Edward
3
2017
Local limit theorems for shock models. Zbl 1341.60107
Omey, Edward; Vesilo, Rein
1
2016
Random sums of random variables and vectors: including infinite means and unequal length sums. Zbl 1326.60062
Omey, Edward; Vesilo, Rein
2
2015
On Xiang’s observations concerning the Cauchy-Schwarz inequality. Zbl 1333.26033
Omey, Edward
1
2015
Intuitive approximations in discrete renewal theory. 1: Regularly varying case. Zbl 1321.60184
Omey, Edward; Van Gulck, Stefan
1
2015
Renewal processes. Zbl 1300.60004
Mitov, Kosto V.; Omey, Edward
7
2014
A branching process with immigration in varying environments. Zbl 1311.60096
Mitov, Kosto V.; Omey, Edward
4
2014
Intuitive approximations for the renewal function. Zbl 1295.60098
Mitov, Kosto V.; Omey, Edward
4
2014
Bivariate geometric distributions. Zbl 1324.60007
Omey, Edward; Minkova, Leda D.
1
2014
A new Markov binomial distribution. Zbl 1318.60024
Minkova, Leda D.; Omey, Edward
1
2014
On the class gamma and related classes of functions. Zbl 1313.26003
Omey, Edward
3
2013
Modelling conflicting information using subexponential distributions and related classes. Zbl 1396.62039
Andrade, J. A. A.; Omey, Edward
1
2013
The difference between the product and the convolution product of distribution functions in \(\mathbb{R}^n\). Zbl 1265.26006
Omey, E.; Vesilo, R.
1
2011
Generalised regular variation of arbitrary order. Zbl 1243.26002
Omey, Edward; Segers, Johan
3
2010
A Markov-binomial distribution. Zbl 1274.60233
Omey, E.; Santos, J.; Van Gulck, S.
9
2008
The tail behaviour of a random sum of subexponential random variables and vectors. Zbl 1150.60029
Daley, D. J.; Omey, Edward; Vesilo, Rein
10
2007
Multivariate weighted renewal functions. Zbl 1110.60084
Mallor, F.; Omey, E.; Santos, J.
4
2007
Multivariate subexponential distributions and random sums of random vectors. Zbl 1122.26003
Omey, E.; Mallor, F.; Santos, J.
9
2006
Hazard rates and subexponential distributions. Zbl 1164.60300
Baltrunas, A.; Omey, E.; Van Gulck, S.
7
2006
Regularly varying probability densities. Zbl 1164.26302
Bingham, N. H.; Goldie, Charles M.; Omey, Edward
5
2006
Asymptotic results for a run and cumulative mixed shock model. Zbl 1122.60075
Mallor, F.; Omey, E.; Santos, J.
3
2006
Markovian Black and Scholes. Zbl 1121.60080
Omey, E.; Van Gulck, S.
1
2006
Weighted renewal functions: A hierarchical approach. Zbl 1009.60075
Omey, Edward; Teugels, Jef L.
12
2002
The rate of convergence for subexponential distributions and densities. Zbl 1018.60013
Baltrūnas, A.; Omey, E.
5
2002
Shocks, runs, and random sums: asymptotic behavior of the tail of the distribution function. Zbl 1005.60048
Mallor, F.; Omey, E.
3
2002
Second-order renewal theorem in the finite-means case. Zbl 1036.60077
Baltrūnas, A.; Omey, E.
2
2002
Shocks, runs and random sums. Zbl 0987.60028
Mallor, F.; Omey, E.
30
2001
Second-order subexponential sequences and the asymptotic behavior of their De Pril transform. Zbl 0999.60022
Baltrūnas, A.; Omey, E.
2
2001
A note on the solutions of \(r^{\prime\prime} (x) r (x) = g (x) r^{\prime 2} (x)\). Zbl 0943.34034
Omey, E.
1
1999
The rate of convergence for subexponential distributions. Zbl 0935.60005
Baltrūnas, A.; Omey, E.
10
1998
Rapidly varying behaviour of the solutions to a second order linear differential equation. Zbl 0956.34023
Omey, Edward
4
1997
Operators of probabilistic type. Zbl 0891.60025
Omey, E.
3
1996
On a subclass of regularly varying functions. Zbl 0824.60044
Omey, E.
3
1995
An elementary renewal theorem for random compact convex sets. Zbl 0835.60006
Molchanov, Ilya S.; Omey, Edward; Kozarovitzky, Eugene
1
1995
On the difference between the product and the convolution product of distribution functions. Zbl 0824.60032
Omey, E.
11
1994
Asymptotic behaviour of the distribution function of multivariate nonhomogeneous renewal processes. Zbl 0815.60021
Niculescu, S. P.; Omey, E.
2
1994
The difference of the convolution product and the sum of density functions. Zbl 0846.60012
Omey, E.
1
1994
Rates of convergence in multivariate extreme value theory. Zbl 0735.60053
Omey, E.; Rachev, S. T.
9
1991
On the zeros of oscillatory solutions of linear second-order differential equations. Zbl 0756.34035
Hačik, M.; Omey, E.
1
1991
Random sums of random vectors. Zbl 0735.60023
Omey, E.
5
1990
On the rate of convergence in extreme value theory. Zbl 0688.62016
Omey, E.
5
1989
Abelian and Tauberian theorems for the Laplace transform of functions in several variables. Zbl 0684.44002
Omey, E.; Willekens, E.
5
1989
Rates of convergence for densities in extreme value theory. Zbl 0644.62015
Omey, E.
10
1988
\(\pi\) -variation with remainder. Zbl 0612.26001
Omey, E.; Willekens, E.
5
1988
On the rate of convergence in extreme value theory. Zbl 0656.60031
Omey, E.; Rachev, S.
3
1988
Asymptotic properties of convolution products of functions. Zbl 0647.26005
Omey, E.
2
1988
On the rate of convergence in extreme value theory. Zbl 0671.60015
Omey, E.; Rachev, S.
1
1988
Second-order behaviour of distributions subordinate to a distribution with finite mean. Zbl 0635.60018
Omey, E.; Willekens, E.
26
1987
On the difference between distributions of sums and maxima. Zbl 0606.60021
Omey, E.; Willekens, E.
1
1987
Second order behaviour of the tail of a subordinated probability distribution. Zbl 0589.60012
Omey, E.; Willekens, E.
27
1986
Note on operators of Szász-Mirakyan type. Zbl 0598.60029
Omey, E.
4
1986
Some limit theorems for generalized renewal measures. Zbl 0564.60082
Embrechts, Paul; Maejima, Makoto; Omey, Edward
4
1985
Infinite divisibility and random sums of random vectors. Zbl 0591.60012
Omey, E.
2
1985
A property of longtailed distributions. Zbl 0534.60015
Embrechts, Paul; Omey, Edward
31
1984
Domains of attraction and regular variation in \({\mathbb{R}}^ d\). Zbl 0536.60027
de Haan, Laurens; Omey, E.; Resnick, Sidney I.
24
1984
Integrals and derivatives of regularly varying functions in \(R^ n\) and domains of attraction of stable distributions. II. Zbl 0528.60021
de Haan, Laurens; Omey, E.
16
1984
A renewal theorem of Blackwell type. Zbl 0537.60087
Embrechts, Paul; Maejima, Makoto; Omey, Edward
12
1984
Functions of power series. Zbl 0561.60093
Embrechts, P.; Omey, E.
7
1984
A generalized Blackwell renewal theorem. Zbl 0561.60092
Maejima, Makoto; Omey, Edward
3
1984
A limit theorem for discounted sums. Zbl 0535.60019
Omey, E.
3
1984
Asymptotic properties of convolution products of sequences. Zbl 0558.40002
Omey, E.
1
1984
On subordinated distributions and random record processes. Zbl 0513.60029
Embrechts, P.; Omey, E.
4
1983
Harmonic renewal measures. Zbl 0465.60079
Greenwood, P.; Omey, E.; Teugels, J. L.
18
1982
Harmonic renewal measures and bivariate domains of attraction in fluctuation theory. Zbl 0493.60072
Greenwood, P.; Omey, E.; Teugels, J. L.
14
1982
Regular variation and its applications to second order linear differential equations. Zbl 0497.34013
Omey, E.
5
1981
all top 5

Cited by 322 Authors

24 Omey, Edward
11 Eryılmaz, Serkan N.
11 Resnick, Sidney Ira
11 Šiaulys, Jonas
9 Baltrūnas, Aleksandras
7 Kortschak, Dominik
7 Leipus, Remigijus
6 Teugels, Jozef L.
5 Cadena, Meitner
5 Doney, Ronald Arthur
5 Kratz, Marie-France
4 de Haan, Laurens
4 Embrechts, Paul
4 Finkelstein, Maxim
4 Geluk, Jaap L.
4 Lin, Jianxi
4 Mallor, Fermín
4 Mitov, Kosto V.
4 Omey, E. A. M.
4 Rachev, Svetlozar T.
4 Reiss, Rolf-Dieter
4 Samorodnitsky, Gennady Pinkhosovich
4 Tang, Qihe
4 Vesilo, Rein
4 Wang, Kaiyong
4 Willekens, Eric
4 Yang, Yang
3 Albrecher, Hansjörg
3 Barbe, Philippe
3 Dekking, Frederik Michel
3 Foss, Sergey G.
3 Grübel, Rudolf
3 Hashorva, Enkelejd
3 Kong, Derong
3 Li, Zehui
3 Lin, Jinguan
3 McCormick, William P.
3 Meerschaert, Mark M.
3 Stam, Aart Johannes
3 Willekens, E. K. E.
3 Xie, Linsen
3 Xie, Tingfan
3 Zeng, Xiaoming
2 Asmussen, Søren
2 Berger, Quentin
2 Bingham, Nicholas Hugh
2 Caravenna, Francesco
2 Cha, Ji Hwan
2 Chaumont, Loïc
2 Cheng, Shihong
2 Cline, Daren B. H.
2 Denisov, Denis E.
2 Dermitzakis, Vaios
2 Falk, Michael
2 Greenwood, Priscilla E.
2 Hua, Lei
2 Kaufmann, Edgar
2 Levitin, Gregory
2 Ling, Chengxiu
2 Maejima, Makoto
2 Mitov, Georgi K.
2 Nagaev, Sergey Victorovich
2 Ostaszewski, Adam J.
2 Peng, Liang
2 Politis, Konstadinos
2 Řehák, Pavel
2 Slavtchova-Bojkova, Maroussia Nikiforova
2 Soltani, Ahmad Reza
2 Sprindys, Jonas
2 Stufler, Benedikt
2 Su, Chun
2 Trayanov, Plamen
2 Van Gulck, Stefan
2 Wachtel, Vitali I.
2 Wang, Yuebao
2 Yakymiv, Arsen Lubomirovich
2 Yang, Yang
2 Zhang, Chenhua
1 Akdoğan, Yunus
1 Aksomaitis, Algimantas
1 Aleškevičienė, Aldona
1 Alsmeyer, Gerold
1 Anderson, Kevin Karl
1 Andrulytė, Ieva Marija
1 Athreya, Krishna Balasundaram
1 Bai, Jianming
1 Balakrishnan, Narayanaswamy
1 Balkema, August A.
1 Bartoszek, Krzysztof
1 Bayramoglu, Konul
1 Bebbington, Mark
1 Beirlant, Jan
1 Bloch-Mercier, Sophie
1 Bloznelis, Mindaugas
1 Borovkov, Aleksandr Alekseevich
1 Borovkov, Konstantin A.
1 Bozbulut, Ali Riza
1 Braverman, Michael Sh.
1 Cai, Jun
1 Carrillo-Menéndez, Santiago
...and 222 more Authors
all top 5

Cited in 94 Serials

27 Statistics & Probability Letters
18 Stochastic Processes and their Applications
14 Lithuanian Mathematical Journal
11 Journal of Multivariate Analysis
11 Extremes
10 Journal of Applied Probability
9 Journal of Mathematical Analysis and Applications
9 Probability Theory and Related Fields
8 Insurance Mathematics & Economics
7 Methodology and Computing in Applied Probability
7 Stochastic Models
6 Advances in Applied Probability
6 Communications in Statistics. Theory and Methods
6 Journal of Mathematical Sciences (New York)
4 Computers & Mathematics with Applications
4 Journal of Computational and Applied Mathematics
4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
4 Journal of Theoretical Probability
4 Applied Mathematical Modelling
3 The Annals of Statistics
3 Journal of Statistical Planning and Inference
3 Queueing Systems
3 Theory of Probability and Mathematical Statistics
3 Statistical Papers
3 Nonlinear Analysis. Modelling and Control
2 Mathematical Notes
2 Results in Mathematics
2 Siberian Mathematical Journal
2 European Journal of Operational Research
2 Computational Statistics and Data Analysis
2 Bernoulli
2 Journal of Inequalities and Applications
2 Scandinavian Actuarial Journal
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 Frontiers of Mathematics in China
2 Journal of Probability and Statistics
2 Modern Stochastics. Theory and Applications
1 Indian Journal of Pure & Applied Mathematics
1 Linear and Multilinear Algebra
1 Mathematical Proceedings of the Cambridge Philosophical Society
1 Metrika
1 Rocky Mountain Journal of Mathematics
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Probability
1 Applied Mathematics and Computation
1 Demonstratio Mathematica
1 Journal of Approximation Theory
1 Journal of the London Mathematical Society. Second Series
1 Naval Research Logistics
1 Proceedings of the Japan Academy. Series A
1 Scandinavian Actuarial Journal
1 Semigroup Forum
1 Studies in Applied Mathematics
1 Transactions of the American Mathematical Society
1 Topology and its Applications
1 Bulletin of the Korean Mathematical Society
1 Operations Research Letters
1 Journal of Time Series Analysis
1 Acta Applicandae Mathematicae
1 Acta Mathematicae Applicatae Sinica. English Series
1 Econometric Reviews
1 Science in China. Series A
1 Annals of Operations Research
1 Historia Mathematica
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 ZOR. Zeitschrift für Operations Research
1 Experimental Mathematics
1 Test
1 Electronic Journal of Probability
1 Electronic Communications in Probability
1 Mathematical Problems in Engineering
1 Journal of Applied Analysis
1 Doklady Mathematics
1 The Ramanujan Journal
1 Discrete Dynamics in Nature and Society
1 Journal of Applied Statistics
1 Communications of the Korean Mathematical Society
1 Acta Mathematica Sinica. English Series
1 Probability in the Engineering and Informational Sciences
1 Brazilian Journal of Probability and Statistics
1 Quantitative Finance
1 Journal of Systems Science and Complexity
1 Stochastics
1 Journal of the Korean Statistical Society
1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
1 Probability Surveys
1 Science China. Mathematics
1 Symmetry
1 Statistics and Computing
1 Journal of Theoretical Biology
1 Stochastic Systems
1 Fractional Differential Calculus
1 İstatistik
1 Dependence Modeling

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