New examples of heavy-tailed O-subexponential distributions and related closure properties

DOI10.1016/j.spl.2011.12.011zbMath1242.60014OpenAlexW1988185032MaRDI QIDQ419144

Jianxi Lin, Yue-bao Wang

Publication date: 18 May 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.12.011

zbMATH Keywords

heavy-tailed distributionsubexponential distributionclosure propertylong-tailed distributionO-subexponential distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites Work

• Lower limits and equivalences for convolution tails
• Lower limits and upper limits for tails of random sums supported on \(\mathbb R\)
• Asymptotic ordering of distribution functions and convolution semigroups
• Infinite divisibility and generalized subexponentiality
• Some new results on the subexponential class
• On the non-closure under convolution of the subexponential family
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