Tail asymptotics of the nth convolution of super-exponential distributions

DOI10.1016/J.SPL.2005.08.023MaRDI QIDQ2493848zbMATH OpenOpenAlexFDO

Authors Alexander V. Nagaev, G. Sh. Tsitsiashvili

Publication date 16 June 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.08.023

zbMATH Keywords

Abel theoremconjugate densityLaplace's method

Mathematics Subject Classification ID

Distribution theory (60E99) Large deviations (60F10)

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Cites work

• Estimates for the probability of ruin with special emphasis on the possibility of large claims
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• scientific article; zbMATH DE number 3322619 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• Large deviations for sums of lattice random variables under the Cramer conditions
• Large deviations of sums of independent random variables

Cited in

(2)

• scientific article; zbMATH DE number 4030594 (Why is no real title available?)
• Densities with Gaussian Tails

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