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Volumn 69, Issue 1, 2004, Pages 63-68

Asymptotics in the symmetrization inequality

Author keywords

Convolution; Heavy tails; Subexponentiality; Symmetrization

Indexed keywords


EID: 4344658720     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2004.06.004     Document Type: Article
Times cited : (6)

References (12)
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    • River Edge, NJ: World Scientific Publishing Co., Inc
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    • (2000) Ruin Probabilities
    • Asmussen, S.1
  • 3
    • 84971815025 scopus 로고
    • On closure and factorization properties of subexponential and related distributions
    • Embrechts P. Goldie C. On closure and factorization properties of subexponential and related distributions J. Austral. Math. Soc. 29 1980 243-256
    • (1980) J. Austral. Math. Soc. , vol.29 , pp. 243-256
    • Embrechts, P.1    Goldie, C.2
  • 7
    • 0001001934 scopus 로고
    • Subexponential distributions and integrated tails
    • Klüppelberg C. Subexponential distributions and integrated tails J. Appl. Probab. 25 1988 132-141
    • (1988) J. Appl. Probab. , vol.25 , pp. 132-141
    • Klüppelberg, C.1
  • 8
    • 2442523411 scopus 로고
    • On the nonclosure under convolution of the subexponential family
    • Leslie J.R. On the nonclosure under convolution of the subexponential family J. Appl. Probab. 26 1989 58-66
    • (1989) J. Appl. Probab. , vol.26 , pp. 58-66
    • Leslie, J.R.1
  • 9
    • 4344588499 scopus 로고    scopus 로고
    • On the difference between the distribution function of the sum and the maximum of real random variables
    • Omey E. On the difference between the distribution function of the sum and the maximum of real random variables Publ. Inst. Math. 71 2002 63-77
    • (2002) Publ. Inst. Math. , vol.71 , pp. 63-77
    • Omey, E.1
  • 10
    • 0016556936 scopus 로고
    • On the tails of waiting time distributions
    • Pakes A.G. On the tails of waiting time distributions J. Appl. Probab. 12 1975 555-564
    • (1975) J. Appl. Probab. , vol.12 , pp. 555-564
    • Pakes, A.G.1
  • 11
    • 0000837626 scopus 로고
    • The class of subexponential distributions
    • Teugels J.L. The class of subexponential distributions Ann. Prob. 6 1975 1000-1011
    • (1975) Ann. Prob. , vol.6 , pp. 1000-1011
    • Teugels, J.L.1
  • 12
    • 4344695493 scopus 로고
    • Hogere orde theorie voor subexponentiële verdelingen
    • Ph.D. Thesis, University of Leuven
    • Willekens, E., 1986. Hogere orde theorie voor subexponentiële verdelingen. Ph.D. Thesis, University of Leuven.
    • (1986)
    • Willekens, E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.