Infinite divisibility and generalized subexponentiality

By Takaaki Shimura, Toshiro Watanabe. 2005

106 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/fa8d402d7a0000b309accb57a3cac534342a856f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Kouji Yamamuro
2. Toshiro Watanabe
3. Paweł Sztonyk
4. Mark W. Meckes

In Management Science and Operations Research

1. Kouji Yamamuro
2. Toshiro Watanabe

In Statistics and Probability

1. Kouji Yamamuro
2. Toshiro Watanabe

Citations in the corpus

• Convolution equivalence and distributions of random sums (2008, methodology): “The following proposition is essentially due to Proposition 3.3 of [ 34 ], for which results of [27] were crucial.”
• Ratio of the Tail of an Infinitely Divisible Distribution on the Line to that of its Lévy Measure (2010, methodology): “3 (ii) of [27] that ρ+ ∗ η+ ∈ D and thus from (3.”