Tails of random sums of a heavy-tailed number of light-tailed terms

DOI10.1016/j.insmatheco.2007.10.001zbMath1154.60032arXivmath/0703022OpenAlexW2272666797MaRDI QIDQ938036

Johan Segers, Christian Y. Robert

Publication date: 18 August 2008

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0703022

zbMATH Keywords

heavy-tailed distributionscollective risk modelrandom sumconsistent variationlight-tailed distributions

Mathematics Subject Classification ID

Related Items (29)

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