On the non-closure under convolution for strong subexponential distributions

DOI10.15388/NAMC.2023.28.30208MaRDI QIDQ5060723zbMATH OpenOpenAlexFDO

Authors Dimitrios G. Konstantinides, Remigijus Leipus, Jonas Šiaulys

Publication date 11 January 2023

Published in Nonlinear Analysis: Modelling and Control (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.15388/namc.2023.28.30208

zbMATH Keywords

class of strong subexponential distributionsclass of subexponential distributionsconvolution closure

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites work

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• An introduction to heavy-tailed and subexponential distributions
• Asymptotic behaviour of the finite-time ruin probability in renewal risk models
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• Degeneracy properties of subcritical branching processes
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• scientific article; zbMATH DE number 3662269 (Why is no real title available?)
• scientific article; zbMATH DE number 3410334 (Why is no real title available?)
• Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
• Maxima of Sums of Heavy-Tailed Random Variables
• Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift
• On a closure property of convolution equivalent class of distributions
• On the closure under infinitely divisible distribution roots
• On the non-closure under convolution of the subexponential family
• Renewal theory for random variables with a heavy tailed distribution and finite variance
• Subexponential distributions and integrated tails
• Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables
• The full solution of the convolution closure problem for convolution- equivalent distributions
• Uniform estimates for the finite-time ruin probability in the dependent renewal risk model

Cited in

(10)

• On a closure property of convolution equivalent class of distributions
• Convolution equivalence of strong subexponential distributions class S^*()'s integrated tail distributions
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• On the non-closure under convolution of the subexponential family
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• Properties of the random effect transformation
• Convolution closure properties of subexponential densities
• Positively decreasing and related distributions under dependence
• Regularity of a randomly stopped sum determines regularity of the stopping moment
• The full solution of the convolution closure problem for convolution- equivalent distributions

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