Brazilian Journal of Probability and Statistics, Vol. 35, No. 3 (2021), pp. 435-441 (7 pages) The aim of this note is to give an elegant proof of a result due to E. G. Olds which concerns the density ...
This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
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