Approximating the integrated tail distribution

MaRDI QIDQ3626348zbMATH OpenFDO

Authors Ants Kaasik, K. Pärna

Publication date 22 May 2009

zbMATH Keywords

subexponential distributionCramér-Lundberg modelGI/G/I queue

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Queueing theory (aspects of probability theory) (60K25) Strong limit theorems (60F15)

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Cited in

(4)

• Approximation of the equilibrium distribution via extreme value theory: an application to insurance risk
• Tail approximations to the density function in EVT
• scientific article; zbMATH DE number 6457777 (Why is no real title available?)
• Estimating Loynes' exponent

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