Maxima of Sums of Heavy-Tailed Random Variables

ASTIN Bulletin

Volumn 32, Issue 1, 2002, Pages 43-55

  ng, K W ^a   Tang, Q H ^b   Yang, H ^a  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Asymptotics; Heavy tails; Insurance risk model; Partial sums; Random sums; Subexponential distribution; Tail probabilities

Indexed keywords

EID: 85011436892     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.32.1.1013     Document Type: Article

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