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 |