Abstract
Known results relating the tail behaviour of a compound Poisson distribution function to that of its Levy measure when one of them is convolution equivalent are extended to general infinitely divisible distributions. A tail-equivalence result is obtained for random sum distributions in which the summands have a two-sided distribution.
| Original language | English |
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| Pages (from-to) | 407-424 |
| Journal | Journal of Applied Probability |
| Volume | 41 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 2004 |