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

by Liebner, S..

Series: 1996-24, Preprints

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

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.

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