On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications

Journal of Applied Probability

Volumn 41, Issue 1, 2004, Pages 117-130

  Cai, Jun ^a   Tang, Qihe ^b  

^a UNIVERSITY OF WATERLOO   (Canada)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

stable L vy process; Compound geometric distribution; Consistent variation; Convolution closure; Heavy tailed distribution; M G k queue; Max sum equivalence; Ruin probability; Subexponentiality

Indexed keywords

EID: 2442513460     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1077134672     Document Type: Article

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