Asymptotic results for heavy-tailed distributions using defective renewal equations

DOI10.1016/j.spl.2008.10.033zbMath1157.62030OpenAlexW2094666909MaRDI QIDQ1009712

Georgios Psarrakos

Publication date: 3 April 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.10.033

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Renewal theory (60K05)

Related Items (3)

On asymptotic equivalence among the solutions of some defective renewal equations ⋮ Kernel perturbations for Volterra convolution integral equations ⋮ RATIO MONOTONICITY FOR TAIL PROBABILITIES IN THE RENEWAL RISK MODEL

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• On the distribution of the surplus prior to ruin
• Degeneracy properties of subcritical branching processes
• Compound geometric residual lifetime distributions and the deficit at ruin.
• Subexponentiality and infinite divisibility
• On the Distribution of the Surplus Prior and at Ruin

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