Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution

Authors
Goldie, Charles M. Resnick, Sidney
Citation
M. Goldie, Charles et Resnick, Sidney, Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution, Advances in applied probability , 20(4), 1988, pp. 706-718
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
20
Issue
4
Year of publication
1988
Pages
706 - 718
Database
ACNP
SICI code
Abstract
When does a distribution F have the property of both being in the domain of attraction of exp {.e.x} and having a second convolution-power tail equivalent to the first: https://static.cambridge.org/binary/version/id/urn:cambridge.org:id:bina ry:20180209072207943-0992:S0001867800018334:S0001867800018334_inline1.gi f?pub-status=live . Sufficient conditions and examples are given.