On the controversy over tailweight of distributions.

DOI10.1016/j.orl.2003.10.011zbMath1075.62039OpenAlexW2025760917MaRDI QIDQ703249

S. G. Kou, Christopher C. Heyde

Publication date: 11 January 2005

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2003.10.011

zbMATH Keywords

FinanceQueueing theoryHill ratio plotsInsurance risk analysisMean excess functionTail probability plots

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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