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 ...

In the present paper a uniform asymptotic series is derived for the probability distribution of the sum of a large number of independent random variables. In contrast to the usual Edgeworth-type ...

This is a preview. Log in through your library . Abstract A necessary condition is given for the convergence of distributions of the sums of a random number of independent random variables. This is ...