Asymptotic behaviour of the convolution tail of distributions each having a first or second order regularly varying tail

DOI10.1524/ANLY.1994.14.23.163MaRDI QIDQ4313239zbMATH OpenOpenAlexFDO

Authors J. L. Geluk

Publication date 28 March 1995

Published in Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1524/anly.1994.14.23.163

zbMATH Keywords

convolutionstable distributionregular variationsubexponential distribution functions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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• Asymptotics of convolution with the semi-regular-variation tail and its application to risk
• scientific article; zbMATH DE number 5794108 (Why is no real title available?)
• Second-order asymptotics for convolution of distributions with light tails
• Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities
• Extending statistics of extremes to distributions varying in position and scale and the implications for race models
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• Asymptotic expansions of convolutions of regularly varying distributions
• On asymptotic behavior of the convolution of distributions with regularly exponentially decreasing tails

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