Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution
2007 ◽
Vol 44
(3)
◽
pp. 670-684
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Keyword(s):
We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same rapidly varying subexponential distribution. The examples of a Poisson and geometric number of summands serve as an illustration of the main result. Complete calculations are done for a Weibull distribution, with which we derive, as examples and without any difficulties, seven-term expansions.
2007 ◽
Vol 44
(03)
◽
pp. 670-684
◽
2007 ◽
Vol 39
(4)
◽
pp. 1070-1097
◽
1985 ◽
Vol 122
(1)
◽
pp. 91-98
◽
1979 ◽
Vol 19
(4)
◽
pp. 508-516
◽
1959 ◽
Vol 4
(2)
◽
pp. 208-211
◽
2007 ◽
Vol 39
(04)
◽
pp. 1070-1097
◽
2013 ◽
Vol 50
(3)
◽
pp. 900-907
◽