Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures

DOI10.2298/PIM0694219LzbMath1164.60328OpenAlexW2165677745MaRDI QIDQ3510420

Sophie A. Ladoucette, Jozef L. Teugels

Publication date: 2 July 2008

Published in: Publications de l'Institut Math?matique (Belgrade) (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/130249

zbMATH Keywords

weak convergencecounting processsample coefficient of variationPareto-type distributiondomain of attraction of a stable distributionfunctions of regular variationsample dispersion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (3)

Asymptotic behavior of the moments of the ratio of the random sum of squares to the square of the random sum ⋮ Asymptotics for ratios with applications to reinsurance ⋮ Analysis of risk measures for reinsurance layers

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