Subexponentiality and infinite divisibility

Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete

Volumn 49, Issue 3, 1979, Pages 335-347

  Embrechts, Paul ^a   Goldie, Charles M ^b   Veraverbeke, Noël ^c  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b UNIVERSITY OF SUSSEX   (United Kingdom)

^c HASSELT UNIVERSITY   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001655877     PISSN: 00443719     EISSN: 14322064     Source Type: Journal    
DOI: 10.1007/BF00535504     Document Type: Article

References (17)

1. A lemma on regular variation of a transient renewal function
2. A theorem on sums of independent, positive random variables and its applications to branching processes
3. Degeneracy properties of subcritical branching processes
4. Functions of probability measures
5. Some results on regular variation for distributions in queueing and fluctuation theory
6. One sided analogues of Karamata's regular variation
7. Subexponential distributions and dominated-variation tails
8. On the tails of waiting time distributions
9. Regular variation of the tail of a subordinated probability distribution
10. The class of subexponential distributions
11. Asymptotic behaviour of Wiener-Hopf factors of a random walk
12. On the asymptotic behaviour of a class of infinitely divisible laws