Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (Q488094)
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scientific article; zbMATH DE number 6390144
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| English | Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory |
scientific article; zbMATH DE number 6390144 |
Statements
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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0.8793407082557678
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0.8728606700897217
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0.8609044551849365
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0.8575779795646667
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0.8549128174781799
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