Asymptotic expansions for distributions of compound sums of light subexponential random variables

Content Provider	Semantic Scholar
Author	Barbe, Ph . Mccormick, W. P. Zhang, C.
Copyright Year	2006
Abstract	We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed 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, 7 terms expansions.
File Format	PDF HTM / HTML
Alternate Webpage(s)	https://arxiv.org/pdf/math/0604378v1.pdf
Alternate Webpage(s)	http://arxiv.org/pdf/math/0604378v1.pdf
Language	English
Access Restriction	Open
Content Type	Text
Resource Type	Article