THE SUBEXPONENTIAL PRODUCT CONVOLUTION OF TWO WEIBULL-TYPE DISTRIBUTIONS
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Publication:3008156
DOI10.1017/S1446788710000182zbMath1219.60010OpenAlexW2136830092MaRDI QIDQ3008156
Publication date: 14 June 2011
Published in: Journal of the Australian Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s1446788710000182
Related Items (11)
On the long tail property of product convolution ⋮ Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval ⋮ Tail asymptotic of Weibull-type risks ⋮ Extremes of randomly scaled Gumbel risks ⋮ On the distribution-tail behaviour of the product of normal random variables ⋮ Tail behavior of the product of two dependent random variables with applications to risk theory ⋮ The tail probability of the product of dependent random variables from max-domains of attraction ⋮ Extremes and products of multivariate AC-product risks ⋮ Asymptotics of random contractions ⋮ On the residual dependence index of elliptical distributions ⋮ A necessary and sufficient condition for the subexponentiality of the product convolution
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