The moment index of minima

DOI10.1239/jap/1085496588zbMath1022.60014OpenAlexW1965745185MaRDI QIDQ3147823

Daryl J. Daley

Publication date: 26 October 2003

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1085496588

zbMATH Keywords

Hurst indexmoment indexregularly varying tail

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

Related Items (6)

On the order of functions at infinity ⋮ Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices ⋮ Case-deletion importance sampling estimators: central limit theorems and related results ⋮ TO BALANCE OR UNBALANCE LOAD IN SIZE-INTERVAL TASK ALLOCATION ⋮ The moment index of minima. II. ⋮ Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.

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