On domination problem of non-negative distributions

DOI10.1007/s11464-009-0040-6zbMath1175.60014OpenAlexW2133897898MaRDI QIDQ1034901

Chun Su, Zhishui Hu, Zishan Su, Jie Liu

Publication date: 9 November 2009

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-009-0040-6

zbMATH Keywords

dominationKaramata indexclass \(\mathcal D\)class \(\mathcal M\)class \(\mathcal M^{*}\)non-negative distributions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

Related Items (2)

A new class of large claim size distributions: definition, properties, and ruin theory ⋮ Asymptotic behavior for sums of non-identically distributed random variables

Cites Work

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• Lower limits and equivalences for convolution tails
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• Telecommunication traffic, queueing models, and subexponential distributions
• A wide class of heavy-tailed distributions and its applications
• Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.

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