Author(s)： Toshiro Watanabe and Kouji Yamamuro

J. Math-for-Ind. 1B (2009) 81-90.

• File： JMI2009B-1.pdf (134KB)

Abstract
Compound distributions appear in applications to queueing theory and to risk theory. A local property of those distributions on the real line is discussed. The result helps to derive equivalnce conditions to be local subexponential for infinitely divisible distributions on the real line.

Keyword(s).　 Local subexponentiality, infinitely divisible distributions, compound distributions