Concepedia

Two Non-closure Properties on the Class of Subexponential Densities

Toshiro Watanabe, Kouji Yamamuro

Journal of Theoretical Probability · 2016 · 17 citations · 13 references

DOI

Concepts

References

13

On closure and factorization properties of subexponential and related distributions

Paul Embrechts, Charles M. Goldie · Journal of the Australian Mathematical Society Series A Pure Mathematics and Statistics · 1980 · 309 citations · Full text

, , +10

On convolution tails

Paul Embrechts, Charles M. Goldie · Stochastic Processes and their Applications · 1982 · 236 citations

Subexponential distributions and characterizations of related classes

Claudia Klüppelberg · Probability Theory and Related Fields · 1989 · 176 citations · Full text

, , +8

Convolution equivalence and infinite divisibility

Anthony G. Pakes · Journal of Applied Probability · 2004 · 149 citations

, , +14

Asymptotics for Sums of Random Variables with Local Subexponential Behaviour

Søren Asmussen, Dmitry Korshunov · Journal of Theoretical Probability · 2003 · 142 citations

, , +9