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Subexponential distribution functions and some applications

Published online by Cambridge University Press:  01 July 2016

Paul Embrechts ,
Charles M. Goldie  and
N. Veraverbeke
Paul Embrechts
Affiliation:
Katholieke Universiteit te Leuven
Charles M. Goldie
Affiliation:
University of Sussex
N. Veraverbeke
Affiliation:
Limburgs Universitair Centrum, Diepenbeek
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Abstract

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Type
Eighth Conference on Stochastic Processes and their Applications
Information
Advances in Applied Probability , Volume 11 , Issue 2 , June 1979 , pp. 283
Copyright
Copyright © Applied Probability Trust 1979 

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References

1. Chistyakov, V. P. (1964) A theorem on sums of independent positive random variables and its applications to branching random processes. Theory Prob. Appl. 9, 640–648.Google Scholar
2. Cohen, J. W. (1973) Some results on regular variation for distributions in queueing and fluctuation theory. J. Appl. Prob. 10, 343–353.Google Scholar
3. Feller, W. (1969) One sided analogues of Karamata's regular variation. Enseignement Math. 15, 107–121.Google Scholar
4. Pakes, A. G. (1975) On the tails of waiting-time distributions. J. Appl. Prob. 12, 555–564.Google Scholar
5. Teugels, J. L. (1975) The class of subexponential distributions. Ann. Prob. 3, 1000–1011.Google Scholar