Zurück zu den Preprints des Jahres 1996


1996-24

Investigation of Convergence Rates in Risk Theory in Presence of Heavy Tails

by Liebner, S..


Series: 1996-24, Preprints

MSC:
60F05 Central limit and other weak theorems
60G70 Extreme value theory; extremal processes

Abstract:
it theorems for various random variables occurring in risk theory have been
established in [6]. Based on a theorem for the variable Z (u) , normalized with a
function a(u), rates of convergence are calculated in this paper. For some special
cases the function a(u) was determined in such a manner that this rate could be
increased. The proofs include developments occurring terms into sequences.

Keywords:
subexponential distributions, extreme value theory, rates of convergence,integrated tail