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Convolution tails, product tails and domains of attraction · Study

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ArticleConvolution tails, product tails and domains of attraction

Daren B. H. Cline1986

Article1986

Convolution tails, product tails and domains of attraction

Daren B. H. Cline

195 citations·0/0 files stored·Probability Theory and Related Fields

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Probability and Risk Models Probability and Statistical Research Stochastic processes and statistical mechanics

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 195 citations exist upstream.

References

1980On closure and factorization properties of subexponential and related distributions 1975The Class of Subexponential Distributions

Cited by

1989Subexponential distributions and characterizations of related classes 1987Convolutions of Distributions With Exponential and Subexponential Tails 2004Convolution equivalence and infinite divisibility 2004Subexponential Distributions 2003Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory 2009Extremes on the discounted aggregate claims in a time dependent risk model 1986A Bibliographical Guide to Self-Similar Processes and Long-Range Dependence 1999Tail probabilities for non-standard risk and queueing processes with subexponential jumps

Details

Year1986

Typearticle

Published1986-07-01

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languageen

Citations195

Files0 public / 0

ShelfProbability and Risk Models

Identifiers

doi10.1007/bf00344720

openalex_workW2033847040

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