TAIL ASYMPTOTICS OF LIGHT-TAILED WEIBULL-LIKE SUMS
Søren Asmussen
Enkelejd Hashorva
Patrick J. Laub
Thomas Taimre
Abstract: We consider sums of 
i.i.d. random variables with tails close to 
for
some 
. Asymptotics developed by Rootzén (1987) and Balkema, Klüppelberg, and
Resnick (1993) are discussed from the point of view of tails rather than of densities, using a
somewhat different angle, and supplemented with bounds, results on a random number 
of
terms, and simulation algorithms.
2010 AMS Mathematics Subject Classification: Primary: 62E20, 60F05; Secondary:
60E15, 65C05, 60F10.
Keywords and phrases: Gumbel MDA, Laplace transform, rare-event simulation, sums
of of random variables, Weibull distribution.
