Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure
type: Item
instance of: scholarly article
title: Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure
zbMATH Open document ID: 0459.60017
author: Paul Embrechts
author: Charles M. Goldie
published in: The Annals of Probability
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 60E07
zbMATH DE Number: 3720067
zbMATH Keywords: generalised gamma convolutions
zbMATH Keywords: infinite divisibility
zbMATH Keywords: Levy measures
zbMATH Keywords: rapid variation
zbMATH Keywords: regular variation
zbMATH Keywords: subexponentiality
zbMATH Keywords: tails of probability distributions
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176994419
OpenAlex ID: W2086425497
DOI: 10.1214/AOP/1176994419
description: scientific article; zbMATH DE number 3720067