Some closure properties for subexponential distributions

DOI10.1016/J.SPL.2008.12.020zbMATH Open1159.60305OpenAlexW2047438012MaRDI QIDQ1012113FDOQ1012113

Authors: J. L. Geluk 

Publication date: 14 April 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.12.020

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Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• Title not available (Why is that?)
• Title not available (Why is that?)
• The class of subexponential distributions
• On the non-closure under convolution of the subexponential family
• Title not available (Why is that?)
• The structure of the class of subexponential distributions
• Title not available (Why is that?)
• On a property of subexponential distributions and related classes
• Some properties of subexponential distributions
• On the subexponential property of a class of random variables

Cited In (14)

• Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables
• Title not available (Why is that?)
• A new class of large claim size distributions: definition, properties, and ruin theory
• A note on max-sum equivalence
• On the subexponential property of a class of random variables
• Renewal theory for random variables with a heavy tailed distribution and finite variance
• On a property of subexponential distributions and related classes
• Title not available (Why is that?)
• Minimum of dependent random variables with convolution-equivalent distributions
• The subexponentiality for two widely dependent random variables under the operations of minimum and maximum
• On a closure property of convolution equivalent class of distributions
• Tail behavior of weighted sums of order statistics of dependent risks
• The subexponential product convolution of two Weibull-type distributions
• New examples of heavy-tailed O-subexponential distributions and related closure properties

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