✦ LIBER ✦

Maxima of Independent Sums in the Presence of Heavy Tails

✍ Scribed by Lebedev, A. V.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Large Deviations for Sums of Independent

✍ A. Skučaitė 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 100 KB

On the inefficiency of state-independent

✍ Achal Bassamboo; Sandeep Juneja; Assaf Zeevi 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 196 KB

Large deviations for heavy-tailed random

✍ Yan Liu; Yijun Hu 📂 Article 📅 2003 🏛 SP Science China Press 🌐 English ⚖ 199 KB

Tail behavior of the sums of dependent a

✍ Yu, Changjun; Wang, Yuebao; Cheng, Dongya 📂 Article 📅 2015 🏛 Elsevier 🌐 English ⚖ 403 KB

On option pricing models in the presence

✍ Vellekoop, Michel; Nieuwenhuis, Hans 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English ⚖ 439 KB

Comparison of ruin probability estimates

✍ D. G. Konstantinidis 📂 Article 📅 1999 🏛 Springer US 🌐 English ⚖ 750 KB