On the Sums of Independently Distributed Pareto Variates

DOI10.1137/0119017MaRDI QIDQ5620228zbMATH OpenOpenAlexFDO

Authors Manuel Blum

Publication date 1970

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0119017

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Foundations of stochastic processes (60G05)

Cited in

(9)

• On using Lehmann alternatives with nonresponders
• The min-characteristic function: characterizing distributions by their min-linear projections
• The Distribution of Sums of Certain I.I.D. Pareto Variates
• A Poisson-Pareto model of chlorophyll-a fluorescence signals in marine environments
• Propagation of input uncertainties in particle transport and the distribution of the sum of \(N\) independent stochastic variables a generalization of the Irwin-Hall distribution
• Generalized PELVE and applications to risk measures
• On ruin probability and aggregate claim representations for Pareto claim size distributions
• Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation
• An asymptotic expansion for the tail of compound sums of Burr distributed random variables

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