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Volumn 19, Issue 1, 2003, Pages 135-142

Characterizations on heavy-tailed distributions by means of hazard rate

Author keywords

Equilibrium distribution; Hazard rate; Heavy tailed distribution

Indexed keywords


EID: 2442634448     PISSN: 01689673     EISSN: 16183932     Source Type: Journal    
DOI: 10.1007/s10255-003-0090-6     Document Type: Article
Times cited : (28)

References (9)
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    • A property of long-tailed distribution
    • Embrechts, P., Omey, E. A property of long-tailed distribution. J. Appl. Probab., 21: 80-87 (1984)
    • (1984) J. Appl. Probab , vol.21 , pp. 80-87
    • Embrechts, P.1    Omey, E.2
  • 4
    • 0033140686 scopus 로고    scopus 로고
    • Asymptotic results for multiplexing subexponential on-off processes
    • Jelenković, P.R., Lazar, A.A. Asymptotic results for multiplexing subexponential on-off processes. Adv. Appl. Prob., 31: 394-421 (1999)
    • (1999) Adv. Appl. Prob , vol.31 , pp. 394-421
    • Jelenković, P.R.1    Lazar, A.A.2
  • 5
    • 0001001934 scopus 로고
    • Subexponential distributions and integrated tails
    • Klüppelberg, C. Subexponential distributions and integrated tails. J. Appl. Probab., 25: 132-141 (1988)
    • (1988) J. Appl. Probab , vol.25 , pp. 132-141
    • Klüppelberg, C.1
  • 8
    • 0032523507 scopus 로고    scopus 로고
    • Ruin probabilities in perturbed risk models
    • Schlegel, S. Ruin probabilities in perturbed risk models. Insurance: Mathematics and Economics, 22(1): 93-104 (1998)
    • (1998) Insurance: Mathematics and Economics , vol.22 , Issue.1 , pp. 93-104
    • Schlegel, S.1
  • 9
    • 0009270431 scopus 로고
    • Functions of regular variation
    • Springer-Verlag, New York
    • Seneta, E. Functions of regular variation. Lecture Notes in Mathematics 506, Springer-Verlag, New York, 1976
    • (1976) Lecture Notes in Mathematics , vol.506
    • Seneta, E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.