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Comparing the Tail of an Infinitely Divisible Distribution...

Comparing the Tail of an Infinitely Divisible Distribution with Integrals of its Levy Measure

Paul Embrechts and Charles M. Goldie
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Volume:
9
Language:
english
Journal:
The Annals of Probability
DOI:
10.2307/2243532
Date:
June, 1981
File:
PDF, 1.06 MB
english, 1981
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