Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (Q488094)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory |
scientific article |
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Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (English)
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23 January 2015
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second order asymptotics
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partial sums
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tail probabilities
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subexponentiality
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ruin probability
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