Asymptotics for ratios with applications to reinsurance

DOI10.1007/s11009-007-9020-zzbMath1131.62038OpenAlexW2090806566MaRDI QIDQ2644306

Sophie A. Ladoucette, Jozef L. Teugels

Publication date: 10 September 2007

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-007-9020-z

zbMATH Keywords

Order statisticsMomentsLimit theoremsDomain of attraction of a stable lawDominance of summandsFunctions of regular variationSum of i.i.d. random variables

Mathematics Subject Classification ID

Related Items (3)

Some bounds for the expectations of functions on order statistics and their applications ⋮ Tail asymptotic expansions for \(L\)-statistics ⋮ Distributional representations and dominance of a Lévy process over its maximal jump processes

Cites Work

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