10 citations · 19 across the 10 of their papers we have counts for
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math.PR2015★ 3 cited
The conjectures of Embrechts and Goldie
Toshiro Watanabe
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 suffi…
math.PR2015
Two non-closure properties on the class of subexponential densities
Toshiro Watanabe, Kouji Yamamuro
Relations between subexponential densities and locally subexponential distributions are discussed. It is shown that the class of subexponential densities is neither closed under co…