Some properties of subexponential distributions

DOI10.1007/BF02356073MaRDI QIDQ1277430zbMATH OpenOpenAlexFDO

Authors A. L. Yakymiv

Publication date 27 April 1999

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02356073

zbMATH Keywords

convolutionextremessubexponential distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites work

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• scientific article; zbMATH DE number 3662269 (Why is no real title available?)
• scientific article; zbMATH DE number 3322619 (Why is no real title available?)
• Degeneracy properties of subcritical branching processes
• On the non-closure under convolution of the subexponential family
• Subexponential distributions and dominated-variation tails
• Subexponential distributions and integrated tails
• Sufficient conditions for the subexponential property of the convolution of two distributions
• The class of subexponential distributions

Cited in

(20)

• scientific article; zbMATH DE number 4078359 (Why is no real title available?)
• scientific article; zbMATH DE number 1899875 (Why is no real title available?)
• A new class of large claim size distributions: definition, properties, and ruin theory
• Exact asymptotic behaviour of the distribution of the supremum
• Some closure properties for subexponential distributions
• The structure of the class of subexponential distributions
• On the constant in the definition of subexponential distributions
• Sufficient conditions for the subexponential property of the convolution of two distributions
• On the subexponential property of a class of random variables
• Multivariate subexponential distributions
• On a property of subexponential distributions and related classes
• scientific article; zbMATH DE number 6001162 (Why is no real title available?)
• Minimum of dependent random variables with convolution-equivalent distributions
• A note on product-convolution for generalized subexponential distributions
• The subexponentiality for two widely dependent random variables under the operations of minimum and maximum
• On a closure property of convolution equivalent class of distributions
• On the intersection of max domains of attraction of \(p\)-max stable laws and the class of subexponential distributions
• scientific article; zbMATH DE number 3965077 (Why is no real title available?)
• New examples of heavy-tailed O-subexponential distributions and related closure properties
• The subexponential product convolution of two Weibull-type distributions

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