Large Deviations of Heavy-Tailed Sums with Applications in...

Extremes 1998 / 01 Vol. 1; Iss. 1

Large Deviations of Heavy-Tailed Sums with Applications in Insurance

T. Mikosch, A.V. Nagaev
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Volume:
1
Language:
english
Pages:
30
Journal:
Extremes
DOI:
10.1023/a:1009913901219
Date:
January, 1998
File:
PDF, 186 KB
english, 1998
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