Asymptotic tail behaviour of Poisson mixtures by applications

Citation
E. Willmot, Gordon, Asymptotic tail behaviour of Poisson mixtures by applications, Advances in applied probability , 22(1), 1990, pp. 147-159
ISSN journal
00018678
Volume
22
Issue
1
Year of publication
1990
Pages
147 - 159
Database
ACNP
SICI code
Abstract
This expository paper deals with the right tail behaviour of a class of Poisson mixtures. An Abelian-type result is obtained using basic theory of regular variation. Applications to compound distributions in insurance risk theory and queue length distributions under various queue disciplines in the case of Poisson arrivals are then discussed.