The conjectures of Embrechts and Goldie

Toshiro Watanabe

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arXiv · 1511.01246

The conjectures of Embrechts and Goldie

Toshiro Watanabe

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Abstract

It is shown that the class of convolution equivalent distributions and the class of locally subexponential distributions are not closed under convolution roots. Moreover, two sufficient conditions for the closure under convolution roots of the class of convolution equivalent distributions are given.

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Toshiro Watanabe. 2015-11-04. The conjectures of Embrechts and Goldie. https://arxiv.org/abs/1511.01246

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