Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 34, No. 1 (Mar., 1972), pp. 9-16 (8 pages) An exponential bound is obtained for probabilities ...

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 ...