Author:
Embrechts Paul,Omey Edward
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.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
10 articles.
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