Asymptotic Tail Behaviour of Poisson Mixtures with Applications
This expository paper deals with the right tail behaviour of a class of Poisson mixtures. An Abelian-type result is obtained using basic theory of regular variation. Applications to compound distributions in insurance risk theory and queue length distributions under various queue disciplines in the...
| Veröffentlicht in: | Advances in Applied Probability. - Applied Probability Trust. - 22(1990), 1, Seite 147-159 |
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| 1. Verfasser: | |
| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
1990
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| Zugriff auf das übergeordnete Werk: | Advances in Applied Probability |
| Schlagworte: | Regular variation Compound distributions Insurance risk theory M/G/1 queue length Feedback queues Queues with vacations Queues with warm-up times Applied sciences Philosophy Economics |
| Zusammenfassung: | This expository paper deals with the right tail behaviour of a class of Poisson mixtures. An Abelian-type result is obtained using basic theory of regular variation. Applications to compound distributions in insurance risk theory and queue length distributions under various queue disciplines in the case of Poisson arrivals are then discussed. |
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| ISSN: | 00018678 |
| DOI: | 10.2307/1427602 |