Second Order Subexponentiality And Infinite Divisibility
Work
Year: 2020
Type: article
Abstract: We characterize the second order subexponentiality of an infinitely divisible distribution on the real line under an exponential moment assumption. We investigate the asymptotic behaviour of the diff... more
Author Toshiro Watanabe
Institution University of Aizu
Cites: 20
Cited by: 3
Related to: 10
FWCI: 0.474
Citation percentile (by year/subfield): 70.29
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green