subexponentiality

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English[edit]

Etymology[edit]

sub- +‎ exponentiality

Noun[edit]

subexponentiality (uncountable)

  1. The quality of being subexponential.
    • 2015, Gennady Samorodnitsky, Julian Sun, “Multivariate Subexponential Distributions and Their Applications”, in arXiv‎[1]:
      We compare this definition with the two existing notions of multivariate subexponentiality, and compute the asymptotic behaviour of the ruin probability in the context of an insurance portfolio, when multivariate subexponentiality holds.
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