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

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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.

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  1. Mathematics School, Xiamen University, Xiamen, Fujian, 361005, China

    Jianxi Lin

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  1. Jianxi Lin
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Lin, J. Second order Subexponential Distributions with Finite Mean and Their Applications to Subordinated Distributions. J Theor Probab 25, 834–853 (2012). https://doi.org/10.1007/s10959-010-0330-7

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  • DOI: https://doi.org/10.1007/s10959-010-0330-7

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