A property of longtailed distributions
- 1 March 1984
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 21 (01) , 80-87
- https://doi.org/10.1017/s0021900200024396
Abstract
We investigate sufficient conditions so that is subexponential. Here F is a distribution function on [0, ∞[, with finite mean. Some applications to risk theory and rates of convergence in renewal theory are given.Keywords
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