## ASYMPTOTIC EXPANSIONS FOR INFINITE WEIGHTED CONVOLUTIONS OF HEAVY TAIL DISTRIBUTIONS AND APPLICATIONS (2004)

by Unknown Authors

### BibTeX

@MISC{04asymptoticexpansions,

author = {},

title = {ASYMPTOTIC EXPANSIONS FOR INFINITE WEIGHTED CONVOLUTIONS OF HEAVY TAIL DISTRIBUTIONS AND APPLICATIONS},

year = {2004}

}

### OpenURL

### Abstract

some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applica-60F99. Secondary: ��asymptotic expansion, regular variation, convolution, tail area approximation, ARMA models, tail estimation, randomly stopped sums, infinitely divisible distributions, renewal theory.