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Publication:3985069
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zbMath0747.60016MaRDI QIDQ3985069

Anthony G. Pakes, J. L. Geluk

Publication date: 27 June 1992


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

convolutionsubexponential distributions


Mathematics Subject Classification ID

Probability distributions: general theory (60E05)


Related Items (10)

Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities ⋮ SECOND ORDER SUBEXPONENTIALITY AND INFINITE DIVISIBILITY ⋮ Tails of subordinated laws: The regularly varying case ⋮ Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims ⋮ Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory ⋮ Second order tail behaviour of a subordinated probability distribution ⋮ The closure property of 2RV under random sum ⋮ Second order subexponential distributions with finite mean and their applications to subordinated distributions ⋮ The rate of convergence for subexponential distributions ⋮ Second Order Approximation for the Distribution of the Maximum of a Random Walk with Negative Drift and Infinite Variance




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