This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...
This is a preview. Log in through your library . The purpose of The Annals of Probability is to publish contributions to the theory of probability and statistics and their applications. The emphasis ...
Proceedings of the American Mathematical Society, Vol. 104, No. 1 (Sep., 1988), pp. 221-226 (6 pages) A moment inequality is proved for sums of independent random ...
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