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

DOI10.1524/ANLY.1994.14.23.163zbMATH Open0809.60019OpenAlexW2323544067MaRDI QIDQ4313239FDOQ4313239

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

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zbMATH Keywords

convolutionstable distributionregular variationsubexponential distribution functions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cited In (8)

• Tails of subordinated laws: The regularly varying case
• Extending statistics of extremes to distributions varying in position and scale and the implications for race models
• Regularly varying probability densities
• Asymptotics of convolution with the semi-regular-variation tail and its application to risk
• Title not available (Why is that?)
• Second-order asymptotics for convolution of distributions with light tails
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• On asymptotic behavior of the convolution of distributions with regularly exponentially decreasing tails

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