by Liebner, S..
Series: 1996-24, Preprints
it theorems for various random variables occurring in risk theory have been
established in . 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.
subexponential distributions, extreme value theory, rates of convergence,integrated tail