Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A new class of large claim size distributions: Definition, properties,
  and ruin theory   We investigate a new natural class $\mathcal{J}$ of probability distributions
modeling large claim sizes, motivated by the `principle of one big jump'.
Though significantly more general than the (sub-)class of subexponential
distributions $\mathcal{S}$, many important and desirable structural properties
can still be derived. We establish relations to many other important large
claim distribution classes (such as $\mathcal{D}$, $\mathcal{S}$,
$\mathcal{L}$, $\mathcal {K}$, $\mathcal{OS}$ and $\mathcal{OL}$), discuss the
stability of $\mathcal{J}$ under tail-equivalence, convolution, convolution
roots, random sums and mixture, and then apply these results to derive a
partial analogue of the famous Pakes-Veraverbeke-Embrechts theorem from ruin
theory for $\mathcal{J}$. Finally, we discuss the (weak) tail-equivalence of
infinitely-divisible distributions in $\mathcal{J}$ with their L\'{e}vy
measure.

28
The categories of this paper are: alg-geom
20
The categories of this paper are: acc-phys
7
The categories of this paper are: hep-th
32
The categories of this paper are: atom-ph
3
The categories of this paper are: physics
17
The categories of this paper are: q-fin
23
The categories of this paper are: solv-int
4
The categories of this paper are: cond-mat
14
The categories of this paper are: math-ph
26
The categories of this paper are: bayes-an
36
The categories of this paper are: cmp-lg
10
The categories of this paper are: q-bio
5
The categories of this paper are: gr-qc
6
The categories of this paper are: astro-ph
13
The categories of this paper are: quant-ph
16
The categories of this paper are: stat