Compound sums and subexponentiality
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Publication:1962611
DOI10.2307/3318556zbMath0949.60032MaRDI QIDQ1962611
Publication date: 3 December 2000
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1143122299
62P05: Applications of statistics to actuarial sciences and financial mathematics
60G70: Extreme value theory; extremal stochastic processes
60E05: Probability distributions: general theory
60K25: Queueing theory (aspects of probability theory)
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