Some closure properties for subexponential distributions

DOI10.1016/J.SPL.2008.12.020zbMath1159.60305OpenAlexW2047438012MaRDI QIDQ1012113

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

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

Related Items (7)

A note on max-sum equivalence ⋮ Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables ⋮ A new class of large claim size distributions: definition, properties, and ruin theory ⋮ Renewal theory for random variables with a heavy tailed distribution and finite variance ⋮ On a closure property of convolution equivalent class of distributions ⋮ Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks ⋮ Minimum of Dependent Random Variables with Convolution-Equivalent Distributions

Cites Work

• The structure of the class of subexponential distributions
• The class of subexponential distributions
• Some properties of subexponential distributions
• On the non-closure under convolution of the subexponential family
• On the subexponential property of a class of random variables
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