Some asymptotic results for sums of dependent random variables, with actuarial applications

DOI10.1016/j.insmatheco.2005.05.009zbMath1099.91068OpenAlexW1989639661MaRDI QIDQ2581774

Tom Hoedemakers, Roger J. A. Laeven, Marc J. Goovaerts

Publication date: 10 January 2006

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.05.009

zbMATH Keywords

tail probabilityheavy-tailed distributions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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