Subexponentiality and infinite divisibility

DOI10.1007/BF00535504zbMath0397.60024OpenAlexW2079176310MaRDI QIDQ4181024

Paul Embrechts, Noël Veraverbeke, Charles M. Goldie

Publication date: 1979

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00535504

zbMATH Keywords

Compound PoissonInfinite DivisibilityLognormal DistributionClosure PropertiesFactorization PropertiesRegular VariationSubexponential

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Limit theorems in probability theory (60F99)

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Cites Work

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• A Lemma on regular variation of a transient renewal function
• Some results on regular variation for distributions in queueing and fluctuation theory
• Regular variation of the tail of a subordinated probability distribution

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