scientific article; zbMATH DE number 5049484

zbMATH Open1126.62327MaRDI QIDQ5482007FDOQ5482007

V. Shneer

Publication date: 24 August 2006

Full work available at URL: https://eudml.org/doc/53603

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zbMATH Keywords

sums of random variablessubexponential distributionlong-tailed distributionsupremum of a random walkintermediate regularly varying distribution

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05)

Cited In (9)

• The tail behaviour of a random sum of subexponential random variables and vectors
• Random sums of random variables and vectors: including infinite means and unequal length sums
• On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms
• Randomly weighted sums with dominated varying-tailed increments and application to risk theory
• Large deviations for random walks under subexponentiality: The big-jump domain
• Asymptotics of randomly stopped sums in the presence of heavy tails
• Discrete and continuous time modulated random walks with heavy-tailed increments
• Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims
• Multivariate subexponential distributions and random sums of random vectors

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