Asymptotic ordering of distribution functions and convolution semigroups
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Publication:1263153
DOI10.1007/BF02573252zbMath0687.60018MaRDI QIDQ1263153
Publication date: 1990
Published in: Semigroup Forum (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/135005
Related Items (28)
On the long tail property of product convolution ⋮ A note on product-convolution for generalized subexponential distributions ⋮ On the closure under infinitely divisible distribution roots ⋮ Ordering fail-safe systems having dependent components with Archimedean copula and exponentiated location-scale distributions ⋮ The queue length in an \(M/G/1\) batch arrival retrial queue ⋮ Tail probabilities of St. Petersburg sums, trimmed sums, and their limit ⋮ Some comparison results for finite-time ruin probabilities in the classical risk model ⋮ A new class of large claim size distributions: definition, properties, and ruin theory ⋮ Stochastic comparisons on extremes of burr type XII samples associated with Archimedean copula and heterogeneous shape parameters ⋮ On a closure property of convolution equivalent class of distributions ⋮ Estimates for the tail probability of the supremum of a random walk with independent increments ⋮ Convolution and convolution-root properties of long-tailed distributions ⋮ Exponential densities and compound Poisson measures ⋮ New examples of heavy-tailed O-subexponential distributions and related closure properties ⋮ The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands ⋮ Some properties of the exponential distribution class with applications to risk theory ⋮ Asymptotic ordering of risks and ruin probabilities ⋮ Tail behavior of supremum of a random walk when Cramér's condition fails ⋮ Decay of harmonic functions for discrete time Feynman--Kac operators with confining potentials ⋮ Two hypotheses on the exponential class in the class of \(O\)-subexponential infinitely divisible distributions ⋮ On the preservation of some pure-tail orderings by reliability operations ⋮ Randomly stopped minima and maxima with exponential-type distributions ⋮ Relationships between pure tail orderings of lifetime distributions and some concepts of residual life ⋮ Some positive conclusions related to the Embrechts-Goldie conjecture ⋮ Infinite divisibility and generalized subexponentiality ⋮ Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions ⋮ The full solution of the convolution closure problem for convolution- equivalent distributions ⋮ On a transformation between distributions obeying the principle of a single big jump
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- The full solution of the convolution closure problem for convolution- equivalent distributions
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- A property of longtailed distributions
- Subexponential distributions and integrated tails
- On the non-closure under convolution of the subexponential family
- Subexponentiality and infinite divisibility
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