Omey, E.; Willekens, E. - In: Stochastic Processes and their Applications 21 (1986) 2, pp. 339-353
Let G = [Sigma][infinity]n=0pnF*n denote the probability measure subordinate to F with subordinator {Pn}. We investigate the asymptotic behaviour of (1 - G(x))-([Sigma] npn)(1 - F(x)) as x -- [infinity] if 1 - F is regularly varying with index [varrho], 0 = [varrho] = 1. Applications to random...
