J Austral Math Soc Ser A 51 pp73--87, 1991.
Second Order Subexponential Distributions
J. L. Geluk and A. G. Pakes
(Received 17 March 1989; revised 6 April 1990)
Abstract
The class of subexponential distributions S is considered by F(0) = 0, 1 - F(2)(x) ~ 2(1 - F(x)) as x ® ¥. In this paper we consider a subclass of S for which the relation 1 - F(2)(x) - 2(1 - F(x)) + (1 - F(x))2 = o(a(x)) as x ® ¥ holds, where a is a positive function satisfying a(X) = o(1 - F(x)) (x ® ¥).
1980 AMS Subject Classification (1985 Revision): 60E05
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Authors
- J. L. Geluk
-
Erasmus University, Economic Institute, P.O. Box 1738, 3000 DR Rotterdam, The Netherlands.
- A. G. Pakes
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University of Western Australia, Nedlands, WA 6009, Australia.
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