Pages that link to "Item:Q5440641"
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The following pages link to Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution (Q5440641):
Displaying 6 items.
- Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation (Q892484) (← links)
- An asymptotic expansion for the tail of compound sums of Burr distributed random variables (Q962019) (← links)
- Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims (Q2445354) (← links)
- Error rates and improved algorithms for rare event simulation with heavy Weibull tails (Q2516393) (← links)
- Higher-order expansions for compound distributions and ruin probabilities with subexponential claims (Q3077754) (← links)
- Second order corrections for the limits of normalized ruin times in the presence of heavy tails (Q5168875) (← links)
