On a property of subexponential distributions and related classes

zbMATH Open1164.60316MaRDI QIDQ3538121FDOQ3538121

Authors: Jianxi Lin 

Publication date: 24 November 2008

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zbMATH Keywords

heavy-tailed distributionsubexponential distributionsubexponential property

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cited In (9)

• Sul ruolo delle distribuzioni di classe esponenziale nel filtraggio
• Some closure properties for subexponential distributions
• On the constant in the definition of subexponential distributions
• On the subexponential property of a class of random variables
• Some properties of the exponential distribution class with applications to risk theory
• On the class of distributions of subordinated Lévy processes and bases
• Minimum of dependent random variables with convolution-equivalent distributions
• Title not available (Why is that?)
• Title not available (Why is that?)

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