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Asymptotic tail behaviour of Poisson mixtures by applications
Gordon E. Willmot
Journal:

Advances in Applied Probability / Volume 22 / Issue 1 / March 1990

Published online by Cambridge University Press:

01 July 2016, pp. 147-159

Print publication:

March 1990
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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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Asymptotic tail behaviour of Poisson mixtures by applications