Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure

Publication date: Available online 20 November 2020Source: Statistics & Probability LettersAuthor(s): Remigijus Leipus, Saulius Paukštys, Jonas Šiaulys

Source: Statistics and Probability Letters - November 21, 2020 Category: Statistics Source Type: research