Some closure properties for subexponential distributions

DOI10.1016/J.SPL.2008.12.020MaRDI QIDQ1012113zbMATHOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3662269 (Why is no real title available?)
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• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 5486279 (Why is no real title available?)
• scientific article; zbMATH DE number 3322619 (Why is no real title available?)
• On a property of subexponential distributions and related classes
• On the non-closure under convolution of the subexponential family
• On the subexponential property of a class of random variables
• Some properties of subexponential distributions
• The class of subexponential distributions
• The structure of the class of subexponential distributions

Cited in

(14)

• Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables
• On the subexponential property of a class of random variables
• scientific article; zbMATH DE number 5218729 (Why is no real title available?)
• Renewal theory for random variables with a heavy tailed distribution and finite variance
• Minimum of dependent random variables with convolution-equivalent distributions
• On a closure property of convolution equivalent class of distributions
• The subexponentiality for two widely dependent random variables under the operations of minimum and maximum
• A new class of large claim size distributions: definition, properties, and ruin theory
• The subexponential product convolution of two Weibull-type distributions
• A note on max-sum equivalence
• On a property of subexponential distributions and related classes
• scientific article; zbMATH DE number 279302 (Why is no real title available?)
• New examples of heavy-tailed O-subexponential distributions and related closure properties
• Tail behavior of weighted sums of order statistics of dependent risks

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