%0 Journal Article
%T A Renewal Shot Noise Process with Subexponential Shot Marks
%J Risks | An Open Access Journal from MDPI
%D 2019
%R https://doi.org/10.3390/risks7020063
%X 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. View Full-Tex
%U https://www.mdpi.com/2227-9091/7/2/63