Pages that link to "Item:Q1280852"
From MaRDI portal
The following pages link to The rate of convergence for subexponential distributions (Q1280852):
Displaying 10 items.
- Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (Q488094) (← links)
- Second order subexponential distributions with finite mean and their applications to subordinated distributions (Q715752) (← links)
- Subexponential distribution functions in \(R^{d}\) (Q876848) (← links)
- The tail behaviour of a random sum of subexponential random variables and vectors (Q928490) (← links)
- An asymptotic expansion for the tail of compound sums of Burr distributed random variables (Q962019) (← links)
- Second-order asymptotics for the ruin probability in the case of very large claims (Q1975812) (← links)
- Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims (Q2445354) (← links)
- Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions (Q2480825) (← links)
- Error rates and improved algorithms for rare event simulation with heavy Weibull tails (Q2516393) (← links)
- Second order corrections for the limits of normalized ruin times in the presence of heavy tails (Q5168875) (← links)