Søren Asmussen, Enkelejd Hashorva, Patrick J. Laub, Thomas Taimre Tail asymptotics of light-tailed Weibull-like sumsProbability and Mathematical Statistics, 37, z. 2, 2017, Pages (235 - 256) AbstractDownload article Gumbel MDA, Laplace transform, rareevent simulation, sums of of random variables, Weibull distribution. |
