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Previous article Next article On the Constant in the Definition of Subexponential DistributionsB. A. RogozinB. A. Rogozinhttps://doi.org/10.1137/S0040585X97977665PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAboutAbstractWe prove that the constant in the definition of subexponential distributions is equal to 2.[1] V. P. Chistyakov, A theorem on sums of independent positive random variables and its applications to branching random processes, Theory Probab. Appl., 9 (1964), pp. 640–648. tba TPRBAU 0040-585X Theor. Probab. Appl. LinkGoogle Scholar[2] J. Chover, , P. Ney and , and S. Wainger, Degeneracy properties of subcritical branching processes, Ann. Probab., 1 (1973), pp. 663–673. anb APBYAE 0091-1798 Ann. Probab. CrossrefGoogle Scholar[3] J. Chover, , P. Ney and , and S. Wainger, Functions of probability measures, J. Anal. Math., 26 (1973), pp. 255–302. 278 JOAMAV 0099-698X J. Anal. Math. 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Lebedev25 July 2006 | Theory of Probability & Its Applications, Vol. 49, No. 4AbstractPDF (100 KB)Ruin probabilities and overshoots for general Lévy insurance risk processesThe Annals of Applied Probability, Vol. 14, No. 4 Cross Ref Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risksStochastic Processes and their Applications, Vol. 108, No. 2 Cross Ref Volume 44, Issue 2| 2000Theory of Probability & Its Applications History Published online:25 July 2006 InformationCopyright © 2000 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/S0040585X97977665Article page range:pp. 409-412ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics
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