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On a property of subexponential distributions

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Publication:1873263
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DOI10.1023/A:1021788520565zbMath1011.62015MaRDI QIDQ1873263

Yanyan Li

Publication date: 19 May 2003

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


zbMATH Keywords

subexponential distributionsrisk theoryO-regular variation


Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)


Related Items (1)

Second order behaviour of ruin probabilities in the case of large claims







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