The structure of the class of subexponential distributions

DOI10.1007/BF00959618zbMath0621.60015OpenAlexW2050929787MaRDI QIDQ1089982

Eric Willekens

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00959618

zbMATH Keywords

subexponential distributionstail behaviour, trimmed sums

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (6)

Second order behaviour of ruin probabilities in the case of large claims ⋮ Second-order asymptotics for the ruin probability in the case of very large claims ⋮ Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time ⋮ Some closure properties for subexponential distributions ⋮ The rate of convergence for subexponential distributions ⋮ Second Order Behaviour of Ruin Probabilities

Cites Work

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• Convolution tails, product tails and domains of attraction
• Second order behaviour of the tail of a subordinated probability distribution
• On convolution tails
• The class of subexponential distributions
• Degeneracy properties of subcritical branching processes
• The Extreme Terms of a Sample and Their Role in the Sum of Independent Variables
• A property of longtailed distributions
• Subexponential distributions and dominated-variation tails
• Subexponentiality and infinite divisibility

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