Tails of higher-order moments with dominatedly varying summands
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Publication:2010121
DOI10.1007/s10986-019-09444-xzbMath1434.62027OpenAlexW2965167310MaRDI QIDQ2010121
Remigijus Leipus, Ieva Vareikaitė, Jonas Šiaulys
Publication date: 3 December 2019
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-019-09444-x
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)
Related Items (4)
Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure ⋮ Generalized moments of sums with heavy-tailed random summands ⋮ Regularly distributed randomly stopped sum, minimum, and maximum ⋮ Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments
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