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Volumn 40, Issue 2, 2007, Pages 256-266

Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications

Author keywords

Asymptotics; Equivalent conditions; Infinite divisibility; Local asymptotics; Risk

Indexed keywords


EID: 33845737055     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2006.04.006     Document Type: Article
Times cited : (28)

References (18)
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  • 3
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  • 6
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    • Convolutions of distributions with exponential and subexponential tails
    • Cline D.B.H. Convolutions of distributions with exponential and subexponential tails. Journal of the Australian Mathematical Society Ser. A 43 (1987) 347-365
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    • Cline, D.B.H.1
  • 10
    • 0001001934 scopus 로고
    • Subexponential distributions and integrated tails
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    • (1988) Journal of Applied Probability , vol.25 , pp. 132-141
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  • 11
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    • Subexponential distributions and characterisations of related classes
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    • Klüppelberg, C.1
  • 13
    • 2442454865 scopus 로고    scopus 로고
    • Asymptotics behavior of tail and local probabilities for sums of subexponential random variables
    • Ng K.W., and Tang Q. Asymptotics behavior of tail and local probabilities for sums of subexponential random variables. Journal of Applied Probability 41 1 (2004) 108-116
    • (2004) Journal of Applied Probability , vol.41 , Issue.1 , pp. 108-116
    • Ng, K.W.1    Tang, Q.2
  • 14
    • 3242798923 scopus 로고    scopus 로고
    • Convolution equivalence and infinite divisibility
    • Pakes A. Convolution equivalence and infinite divisibility. Journal of Applied Probability 41 (2004) 407-424
    • (2004) Journal of Applied Probability , vol.41 , pp. 407-424
    • Pakes, A.1
  • 15
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    • Asymptotics of infinitely divisible distributions in R
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  • 16
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    • Infinite divisibility and generalized subexponentiality
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  • 18
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    • The closure of a local subexponential distribution class under convolution roots with applications to the compound Poisson process
    • Wang Y.B., Cheng D.Y., and Wang K.Y. The closure of a local subexponential distribution class under convolution roots with applications to the compound Poisson process. Journal of Applied Probability 42 4 (2005) 1194-1203
    • (2005) Journal of Applied Probability , vol.42 , Issue.4 , pp. 1194-1203
    • Wang, Y.B.1    Cheng, D.Y.2    Wang, K.Y.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.