Tail asymptotics of light-tailed Weibull-like sums (Q4578296): Difference between revisions

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+Tail asymptotics of light-tailed Weibull-like sums
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+MaRDI publication profile
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+math.PR
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+.04070
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+On relative stability and weighted laws of large numbers
+Normal rank
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+Q3560912
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+Normal rank
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+Stochastic simulation: Algorithms and analysis
@@ Property / cites work: Stochastic simulation: Algorithms and analysis / rank @@
+Normal rank
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+Improved algorithms for rare event simulation with heavy tails
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+High risk scenarios and extremes. A geometric approach
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+Densities with Gaussian Tails
@@ Property / cites work: Densities with Gaussian Tails / rank @@
+Normal rank
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+Domains of attraction for exponential families.
@@ Property / cites work: Domains of attraction for exponential families. / rank @@
+Normal rank
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+A note on the tail accuracy of the univariate saddlepoint approximation
+Normal rank
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+Convolution tails, product tails and domains of attraction
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+Aggregation of log-linear risks
@@ Property / cites work: Aggregation of log-linear risks / rank @@
+Normal rank
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+Q4343010
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+Normal rank
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+ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK
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+Q2859015
@@ Property / cites work: Q2859015 / rank @@
+Normal rank
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+Q5445400
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+Normal rank
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+A ratio limit theorem for the tails of weighted sums
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+Convolution equivalence and distributions of random sums
+Normal rank