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The rate of convergence for subexponential distributions and densities

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Publication:1873233
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DOI10.1023/A:1015016732660zbMath1018.60013MaRDI QIDQ1873233

Yanyan Li

Publication date: 19 May 2003

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


zbMATH Keywords

rate of convergenceconvolutionsubexponential distributions\(O\)-regular variationsubexponential densities


Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)


Related Items (6)

Subexponential distribution functions in \(R^{d}\) ⋮ Bayesian robustness modelling using the O‐regularly varying distributions ⋮ Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims ⋮ The tail behaviour of a random sum of subexponential random variables and vectors ⋮ Lundberg-type bounds and asymptotics for the moments of the time to ruin ⋮ Second order subexponential distributions with finite mean and their applications to subordinated distributions




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