Maxima of Sums of Heavy-Tailed Random Variables
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Publication:4661648
DOI10.2143/AST.32.1.1013zbMath1098.60505OpenAlexW2136567762MaRDI QIDQ4661648
Kai Wang Ng, Hailiang Yang, Qi-he Tang
Publication date: 30 March 2005
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.32.1.1013
asymptoticsrandom sumsheavy tailspartial sumstail probabilitiessubexponential distributioninsurance risk model
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