A property of longtailed distributions
- 1 March 1984
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 21 (1) , 80-87
- https://doi.org/10.2307/3213666
Abstract
We investigate sufficient conditions so that F1(x) = ∫0 xF̄(y)dy is subexponential. Here F is a distribution function on [0, ∞[, with finite mean. Some applicat...Keywords
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