Approximating the integrated tail distribution

zbMATH Open1166.62031MaRDI QIDQ3626348FDOQ3626348

K. Pärna, Ants Kaasik

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)

Cited In (2)

• Tail approximations to the density function in EVT
• Title not available (Why is that?)

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