The rate of convergence for subexponential distributions
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Publication:1280852
DOI10.1007/BF02465540zbMath0935.60005MaRDI QIDQ1280852
Publication date: 4 May 2000
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Related Items (10)
Subexponential distribution functions in \(R^{d}\) ⋮ Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims ⋮ The tail behaviour of a random sum of subexponential random variables and vectors ⋮ Second-order asymptotics for the ruin probability in the case of very large claims ⋮ Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory ⋮ An asymptotic expansion for the tail of compound sums of Burr distributed random variables ⋮ Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions ⋮ Second order subexponential distributions with finite mean and their applications to subordinated distributions ⋮ Error rates and improved algorithms for rare event simulation with heavy Weibull tails ⋮ Second order corrections for the limits of normalized ruin times in the presence of heavy tails
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- The class of subexponential distributions
- Estimation of ruin probabilities by means of hazard rates
- Functions of probability measures
- Tails of subordinated laws: The regularly varying case
- Theory prob. appl.
- Subexponential distributions and integrated tails
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