Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables
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Publication:692452
DOI10.1007/s11401-012-0723-2zbMath1252.62054arXiv1101.4056OpenAlexW2039453920MaRDI QIDQ692452
Publication date: 6 December 2012
Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1101.4056
Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)
Related Items (6)
Several properties of a nonstandard renewal counting process and their applications ⋮ Asymptotic behavior for sums of non-identically distributed random variables ⋮ Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models ⋮ Tail behavior of sums and differences of log-normal random variables ⋮ Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model ⋮ A unifying approach to constrained and unconstrained optimal reinsurance
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