On a closure property of convolution equivalent class of distributions

DOI10.1016/J.JMAA.2020.124226MaRDI QIDQ2190030zbMATH OpenOpenAlexFDO

Authors Remigijus Leipus, Jonas Šiaulys

Publication date 17 June 2020

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2020.124226

zbMATH Keywords

convolution closureconvolution equivalent distributionsmax-sum equivalence

Mathematics Subject Classification ID

Convolution as an integral transform (44A35) Probability distributions: general theory (60E05)

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Cites work

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• The full solution of the convolution closure problem for convolution- equivalent distributions
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Cited in

(20)

• On class L, class G and compound distributions in reliability.
• Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions
• The closure of the convolution equivalent distribution class under convolution roots with applications to random sums
• scientific article; zbMATH DE number 5952273 (Why is no real title available?)
• A NOTE ON THE CLOSURE OF CONVOLUTION POWER MIXTURES (RANDOM SUMS) OF EXPONENTIAL DISTRIBUTIONS
• On the non-closure under convolution of the subexponential family
• scientific article; zbMATH DE number 1547751 (Why is no real title available?)
• Some properties of the exponential distribution class with applications to risk theory
• On the non-closure under convolution for strong subexponential distributions
• scientific article; zbMATH DE number 279302 (Why is no real title available?)
• scientific article; zbMATH DE number 5218729 (Why is no real title available?)
• Closeness of convolutions of probability measures
• Asymptotic results on tail moment for light-tailed risks
• Convolution closure properties of subexponential densities
• Positively decreasing and related distributions under dependence
• Random vectors in the presence of a single big jump
• Uniform asymptotics for a multidimensional renewal risk model with multivariate subexponential claims
• The full solution of the convolution closure problem for convolution- equivalent distributions
• On convolution equivalence with applications
• A class of probability distributions that is closed with respect to addition as well as multiplication of independent random variables

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