# On the structure of a class of distributions obeying the principle of a single big jump

## Słowa kluczowe:

Principle of a single big jump, strongly heavy-tailed distribution, weak tail equivalence, integrated tail distribution## Abstrakt

In this paper, we present several heavy-tailed distributions belonging to the new class *J* of distributions obeying the principle of a single big jump introduced by Beck et al. 2015. We describe the structure of this class from different angles. First, we show that heavy-tailed distributions in the class *J* are automatically *strongly heavy-tailed* and thus have tails which are not too irregular. Second, we show that such distributions are not necessarily weakly tail equivalent to a subexponential distribution. We also show that the class of heavy-tailed distributions in *J* which are neither long-tailed nor dominatedly-varying-tailed is not only non-empty but even quite rich in the sense that it has a non-empty intersection with several other well-established classes. In addition, the integrated tail distribution of some particular of these distributions shows that the Pakes–Veraverbeke–Embrechts theorem for the class* J* does not hold trivially.