A PROPERTY OF LONGTAILED DISTRIBUTIONS

被引：41

作者：

EMBRECHTS, P ^{[1
]}

OMEY, E ^{[1
]}

机构：

[1] ECON HOGESCH ST ALOYSIUS,B-1000 BRUSSELS,BELGIUM

来源：

JOURNAL OF APPLIED PROBABILITY | 1984年 / 21卷 / 01期

关键词：

D O I：

10.2307/3213666

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：80 / 87

页数：8

共 16 条

[1]

BINGHAM NH, 1982, P LOND MATH SOC, V44, P473

[2] FUNCTIONS OF PROBABILITY MEASURES [J].

CHOVER, J ;

NEY, P ;

WAINGER, S .

JOURNAL D ANALYSE MATHEMATIQUE, 1973, 26 :255-302

[3]

DEHAAN L, 1982, 81365 ER U ROTT EC I

[4] SUBEXPONENTIALITY AND INFINITE DIVISIBILITY [J].

EMBRECHTS, P ;

GOLDIE, CM ;

VERAVERBEKE, N .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1979, 49 (03) :335-347

[5] ESTIMATES FOR THE PROBABILITY OF RUIN WITH SPECIAL EMPHASIS ON THE POSSIBILITY OF LARGE CLAIMS [J].

EMBRECHTS, P ;

VERAVERBEKE, N .

INSURANCE MATHEMATICS & ECONOMICS, 1982, 1 (01) :55-72

[6]

EMBRECHTS P, 1982, 7TH P BRAS C PROB TH

[7]

EMBRECHTS P, 1982, FUNCTIONS POWER SERI

[8]

Embrechts P., 1980, J AUSTR MATH SOC A, V29, P243

[9]

FRENK JBG, 1983, ADV APPL PROB, V14, P870

[10] SUB-EXPONENTIAL DISTRIBUTIONS AND DOMINATED-VARIATION TAILS [J].

GOLDIE, CM .

JOURNAL OF APPLIED PROBABILITY, 1978, 15 (02) :440-442

← 1 2 →