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Latest revision as of 20:04, 6 June 2024

scientific article; zbMATH DE number 2103350
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On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
scientific article; zbMATH DE number 2103350

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    On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (English)
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    24 September 2004
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    max-sum equivalence
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    convolution closure
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    heavy-tailed distribution
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    consistent variation
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    subexponentiality
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    long-tailed distribution
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    compound geometric distribution
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    \(\alpha\)-stable Lévy process
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    Poisson risk process
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    ruin probability
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    equilibrium waiting-time
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    M/G/\(k\) queue
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    Identifiers

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