Abstract:
It is shown in this paper that h(r) is a smoothly varying function of order ρ if and only if the function ρ(r)=(lnh(r))/lnr is a perfect proximate order, i.e., an infinitely differentiable (in a neighborhood of +∞) function for which the conditions
limr→+∞ρ(r)=ρ, ρ∈R, and
limr→+∞rnlnrρ(n)(r)=0 for all n∈N are satisfied. Consequences of the result indicated above are also obtained in this paper.
This publication is cited in the following 6 articles:
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Advances in Heavy Tailed Risk Modeling, 2015, 597
Gareth William Peters, Pavel V. Shevchenko, “Understanding Operational Risk Capital Approximations: First and Second Orders”, SSRN Journal, 2013
Gareth Peters, Rodrigo Targino, Pavel Shevchenko, “Understanding operational risk capital approximations: First and second orders”, JGR, 2:3 (2013), 58