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 ...
In the present paper a uniform asymptotic series is derived for the probability distribution of the sum of a large number of independent random variables. In contrast to the usual Edgeworth-type ...
Zelen and Dannemiller [8] proposed a general life distribution function using a weighted sum of Laguerre polynomials (with non-constant weights). Their results are extended here by obtaining the ...
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