Igor Halperin proposes an analytical approach to calculating the tail probabilities of compound distributions that have individual components with heavy tails. This offers an alternative to more ...

An explicit convolution representation for the equilibrium residual lifetime distribution of compound zero-modified geometric distributions is derived. Second-order reliability properties are seen to ...

We investigate compound distributions - for example, compound mixed Poisson distributions - in the case where the summands, the mixing distribution or the number of summands are subexponential. It is ...