A wide class of heavy-tailed distributions and its applications

DOI10.1007/S11464-007-0018-1zbMath1131.62011OpenAlexW2183292716MaRDI QIDQ2480272

Han-Ying Liang, Yu Chen, Chun Su, Zhishui Hu

Publication date: 31 March 2008

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-007-0018-1

zbMATH Keywords

convolutionruin probabilityhazard functionequilibrium distributionclosure propertiesrenewal risk modelladder heightheavy-tailclass \(\mathcal M\)independent differencesclass \(\mathcal M^*\)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10)

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