Subexponential distributions and integrated tails
- 1 March 1988
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 25 (1) , 132-141
- https://doi.org/10.2307/3214240
Abstract
Let F be a distribution function on [0,∞) with finite expectation. In terms of the hazard rate of F several conditions are given which simultaneously imply subexponentiality of F and of its integrated tail distribution F1. These conditions apply to a wide class of longtailed distributions, and they can also be used in connection with certain random walks which occur in risk theory and queueing theory.Keywords
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