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 ...
We give necessary and sufficient conditions for $P(\sum{_{n=1}^{\infty}}(A + S_{n})^{-1} < \infty) = 1$ in terms of E(∑n=1 ∞(A + Sn)-1), where Sn is the sum of n ...
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 ...
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