Second order Subexponential Distributions with Finite Mean and Their Applications to Subordinated Distributions

Jianxi Lin ()
Additional contact information
Jianxi Lin: Xiamen University

Journal of Theoretical Probability, 2012, vol. 25, issue 3, 834-853

Abstract: Abstract Consider a probability distribution subordinate to a subexponential distribution with finite mean. In this paper, we discuss the second order tail behavior of the subordinated distribution within a rather general framework in which we do not require the existence of density functions. For this aim, the so-called second order subexponential distribution is proposed and some of its related properties are established. Our results unify and improve some classical results.

Keywords: Second order tail behavior; Heavy-tailed distribution; Subexponential distribution; Subordinated distribution; Convergence rate; 60E05 (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://link.springer.com/10.1007/s10959-010-0330-7 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:25:y:2012:i:3:d:10.1007_s10959-010-0330-7

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-010-0330-7

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().