A property of longtailed distributions
Keyword(s):
We investigate sufficient conditions so that is subexponential. Here F is a distribution function on [0, ∞[, with finite mean. Some applications to risk theory and rates of convergence in renewal theory are given.
1984 ◽
Vol 21
(01)
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pp. 80-87
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Keyword(s):
1985 ◽
Vol 28
(2)
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pp. 167-183
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1985 ◽
Vol 22
(02)
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pp. 280-287
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1980 ◽
Vol 29
(2)
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pp. 243-256
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1970 ◽
Vol 38
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pp. 103-111
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Keyword(s):
1977 ◽
Vol 14
(02)
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pp. 309-319
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