Hazard function and characterizations on distribution tails of nonnegative random variables

DOI10.1007/S11766-003-0053-YMaRDI QIDQ1430957zbMATH OpenOpenAlexFDO

Authors Fengyang Cheng, Yuebao Wang

Publication date 27 May 2004

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11766-003-0053-y

zbMATH Keywords

hazard functionheavily heavy-tailed distributionlighted-tailed distributionlightly heavy-tailed distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Recommendations

• Characterizations of univariate continuous distributions based on hazard function
• Characterizations on heavy-tailed distributions by means of hazard rate.
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• scientific article; zbMATH DE number 3971987

Cites work

• scientific article; zbMATH DE number 1249326 (Why is no real title available?)
• scientific article; zbMATH DE number 1040052 (Why is no real title available?)
• Characterizations on heavy-tailed distributions by means of hazard rate.
• The dominant relations and their applications on some subclasses of heavy-tailed distributions

Cited in

(10)

• Characterizations on heavy-tailed distributions by means of hazard rate.
• Probability Density Function of a Non-profit Fund Surplus Under Hysteresis Surplus Control
• Distinguish criterion on heavy-tailed distribution of non-negative variables
• Semi-heavy tails
• A wide class of heavy-tailed distributions and its applications
• On domination problem of non-negative distributions
• Characterization of a general class of tail probability distributions
• On one minimax problem on the class of distribution functions increasing hazard rate
• An example of a heavy tailed distribution
• Characterization of tails through hazard rate and convolution closure properties

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