scientific article; zbMATH DE number 759559

MaRDI QIDQ4834565zbMATH OpenFDO

Authors

Publication date 5 July 1995

Full work available at URL https://eudml.org/doc/118727

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zbMATH Keywords

classes of distribution functionsconvolution productinfinitely divisiblestability problemssubexponential classsubordinate probability distributionstail behaviour

Mathematics Subject Classification ID

Distribution theory (60E99) Limit theorems in probability theory (60F99) Extreme value theory; extremal stochastic processes (60G70) Stochastic analysis (60H99)

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(17)

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• The difference between the product and the convolution product of distribution functions in \(\mathbb{R}^n\)
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• Operational risk quantified with spectral risk measures: a refined closed-form approximation
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