Second order subexponential distributions with finite mean and their applications to subordinated distributions
From MaRDI portal
(Redirected from Publication:715752)
Abstract: Consider a probability distribution subordinate to a subexponential distribution with finite mean. In this paper, we discuss the second order tail behavior of the subordinated distribution within a rather general framework in which we do not require the existence of density functions. For this aim, the so-called second order subexponential distribution is proposed and some related properties of its are established. Our results unified and improved some classical results.
Recommendations
Cites work
- scientific article; zbMATH DE number 29935 (Why is no real title available?)
- scientific article; zbMATH DE number 3620754 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 759559 (Why is no real title available?)
- scientific article; zbMATH DE number 3322619 (Why is no real title available?)
- Asymptotics for sums of random variables with local subexponential behaviour
- Hazard rates and subexponential distributions
- Second Order Behaviour of Ruin Probabilities
- Second order behaviour of the tail of a subordinated probability distribution
- Second order tail behaviour of a subordinated probability distribution
- Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
- Subexponential distributions and integrated tails
- Tails of subordinated laws: The regularly varying case
- The rate of convergence for subexponential distributions
- The rate of convergence for subexponential distributions and densities
- Theory prob. appl.
Cited in
(19)- Subexponential densities of infinitely divisible distributions on the half-line
- Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model
- Second-order subexponential behavior of subordinated sequences
- Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples
- Second-Order Asymptotic Behavior of Subexponential Infinitely Divisible Distributions
- Second order asymptotics for ruin probabilities of the delayed renewal risk model with heavy-tailed claims
- Second order corrections for the limits of normalized ruin times in the presence of heavy tails
- Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities
- On the almost decrease of a subexponential density
- Second order asymptotic behaviour of subordinated sequences with longtailed subordinator
- Second order asymptotics for infinite-time ruin probability in a compound renewal risk model
- Theory prob. appl.
- Operational risk quantified with spectral risk measures: a refined closed-form approximation
- Second order subexponentiality and infinite divisibility
- Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory
- Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima
- Second order tail behaviour of a subordinated probability distribution
- Second-order properties of risk concentrations without the condition of asymptotic smoothness
- Some discussions on the local distribution classes
This page was built for publication: Second order subexponential distributions with finite mean and their applications to subordinated distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q715752)
