Asymptotics for ratios with applications to reinsurance
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Publication:2644306
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
Order statisticsMomentsLimit theoremsDomain of attraction of a stable lawDominance of summandsFunctions of regular variationSum of i.i.d. random variables
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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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