Embrechts, Paul; Goldie, Charles M. Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure. (English) Zbl 0459.60017 Ann. Probab. 9, 468-481 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 12 Documents MSC: 60E07 Infinitely divisible distributions; stable distributions Keywords:generalised gamma convolutions; infinite divisibility; Levy measures; rapid variation; regular variation; subexponentiality; tails of probability distributions PDF BibTeX XML Cite \textit{P. Embrechts} and \textit{C. M. Goldie}, Ann. Probab. 9, 468--481 (1981; Zbl 0459.60017) Full Text: DOI OpenURL