Tail asymptotic expansions for L-statistics
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Abstract: In this paper, we derive higher-order expansions of -statistics of independent risks under conditions on the underlying distribution function . The new results are applied to derive the asymptotic expansions of ratios of two kinds of risk measures, stop-loss premium and excess return on capital, respectively.
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Cited in
(13)- Tail probabilities of the limiting null distributions of the Anderson--Stephens statistics
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