Maxima of Sums of Heavy-Tailed Random Variables (Q4661648)
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scientific article; zbMATH DE number 2149113
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Maxima of Sums of Heavy-Tailed Random Variables |
scientific article; zbMATH DE number 2149113 |
Statements
Maxima of Sums of Heavy-Tailed Random Variables (English)
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30 March 2005
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asymptotics
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heavy tails
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insurance risk model
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partial sums
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random sums
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subexponential distribution
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tail probabilities
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0.9084186553955078
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0.8613588809967041
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0.8575779795646667
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0.8523072004318237
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