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Convolution equivalence and infinite divisibility

  • Anthony G. Pakes (a1)

Abstract

Known results relating the tail behaviour of a compound Poisson distribution function to that of its Lévy 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.

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Corresponding author

Postal address: School of Mathematics and Statistics, University of Western Australia, 35 Stirling Highway, Crawley, WA 6009, Australia. Email address: pakes@maths.uwa.edu.au

References

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