Large deviations of heavy-tailed random sums with applications in insurance and finance
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Publication:4358581
DOI10.2307/3215371zbMath0903.60021OpenAlexW2142226753MaRDI QIDQ4358581
Thomas Mikosch, Claudia Klüppelberg
Publication date: 5 January 1999
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215371
Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
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