Some properties of subexponential distributions

DOI10.1007/BF02356073zbMath0923.60016OpenAlexW2009437780MaRDI QIDQ1277430

Arsen L. Yakymiv

Publication date: 27 April 1999

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02356073

zbMATH Keywords

convolutionsubexponential distributionextremes

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (4)

A new class of large claim size distributions: definition, properties, and ruin theory ⋮ On a closure property of convolution equivalent class of distributions ⋮ Some closure properties for subexponential distributions ⋮ Minimum of Dependent Random Variables with Convolution-Equivalent Distributions

Cites Work

• The class of subexponential distributions
• Degeneracy properties of subcritical branching processes
• Sufficient conditions for the subexponential property of the convolution of two distributions
• Subexponential distributions and integrated tails
• On the non-closure under convolution of the subexponential family
• Subexponential distributions and dominated-variation tails
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