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Volumn 44, Issue 2, 2007, Pages 295-305

Convolution equivalence and infinite divisibility: Corrections and corollaries

Author keywords

Convolution equivalence; Infinite divisibility; Random sums; Subexponential distributions; Tail equivalence

Indexed keywords


EID: 34548025333     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1183667402     Document Type: Article
Times cited : (39)

References (13)
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    • CHOVER, J.1    NEY, P.2    WAINGER, S.3
  • 2
    • 84975997330 scopus 로고
    • Convolutions of distributions with exponential and subexponential tails
    • Correction: 48
    • CLINE, D. B. H. (1987). Convolutions of distributions with exponential and subexponential tails. J. Austral. Math. Soc. Ser. A 43, 347-365. (Correction: 48, (1990), 152-153.)
    • (1987) J. Austral. Math. Soc. Ser. A , vol.43
    • CLINE, D.B.H.1
  • 4
    • 34548048451 scopus 로고    scopus 로고
    • Lower limits and equivalences for convolution tails
    • FOSS, S. AND KORSHUNOV, D. (2007). Lower limits and equivalences for convolution tails. Ann. Prob.35,366- 383
    • (2007) Ann. Prob , vol.35 , pp. 366-383
    • FOSS, S.1    KORSHUNOV, D.2
  • 5
    • 0002996532 scopus 로고    scopus 로고
    • Subexponential distributions
    • eds R. Adler, R. Feldman and M. S. Taqqu, Birkhäuser, Boston, MA, pp
    • GOLDIE, C. M. AND KLÜPPELBERG, C. (1998). Subexponential distributions. In A Practical Guide to Heavy Tails, eds R. Adler, R. Feldman and M. S. Taqqu, Birkhäuser, Boston, MA, pp. 435-459.
    • (1998) A Practical Guide to Heavy Tails , pp. 435-459
    • GOLDIE, C.M.1    KLÜPPELBERG, C.2
  • 6
    • 0001251080 scopus 로고
    • Subexponential distributions and characterizations of related classes
    • KLÜPPELBERG, C. (1989). Subexponential distributions and characterizations of related classes. Prob. Theory Relat. Fields 82, 259-269.
    • (1989) Prob. Theory Relat. Fields , vol.82 , pp. 259-269
    • KLÜPPELBERG, C.1
  • 7
    • 3242798923 scopus 로고    scopus 로고
    • Convolution equivalence and infinite divisibility
    • PAKES, A. G. (2004). Convolution equivalence and infinite divisibility. J. Appl. Prob. 41, 407-424.
    • (2004) J. Appl. Prob , vol.41 , pp. 407-424
    • PAKES, A.G.1
  • 8
    • 0033622222 scopus 로고    scopus 로고
    • On the constant in the definition of subexponential distributions
    • ROGOZIN, B. A. (2000). On the constant in the definition of subexponential distributions. Theory Prob. Appl. 44, 409-412.
    • (2000) Theory Prob. Appl , vol.44 , pp. 409-412
    • ROGOZIN, B.A.1
  • 9
    • 27544487124 scopus 로고    scopus 로고
    • Strongly exponential distributions, and Banach algebras of measures
    • ROGOZIN, B. A. AND SGIBNEV, M. S. (1999). Strongly exponential distributions, and Banach algebras of measures. Siberian Math. J. 40, 963-971.
    • (1999) Siberian Math. J , vol.40 , pp. 963-971
    • ROGOZIN, B.A.1    SGIBNEV, M.S.2
  • 10
    • 33750975966 scopus 로고    scopus 로고
    • Infinite divisibility and generalized subexponentiality
    • SHIMURA, T. AND WATANABE, T. (2005). Infinite divisibility and generalized subexponentiality. Bernoulli 11, 445-469.
    • (2005) Bernoulli , vol.11 , pp. 445-469
    • SHIMURA, T.1    WATANABE, T.2
  • 11
    • 33845737055 scopus 로고    scopus 로고
    • Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
    • WANG, Y., YANG, Y., WANG, K. AND CHENG, D. (2007). Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications. Insurance Math. Econom. 40, 256-266.
    • (2007) Insurance Math. Econom , vol.40 , pp. 256-266
    • WANG, Y.1    YANG, Y.2    WANG, K.3    CHENG, D.4
  • 12
    • 34548039796 scopus 로고    scopus 로고
    • Convolution equivalence and distributions of random sums of IID
    • Submitted
    • WATANABE, T. (2007). Convolution equivalence and distributions of random sums of IID. Submitted.
    • (2007)
    • WATANABE, T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.