Asymptotics for ratios with applications to reinsurance

S.A. Ladoucette, J.L. Teugels

Research output: Contribution to journalArticleAcademicpeer-review

4 Citations (Scopus)


This paper provides an overview of results pertaining to moment convergence for certain ratios of random variables involving sums, order statistics and extreme terms in the sense of modulus. Most of the literature on this matter originates from Darling (1952) who gave a criterion for the convergence in probability to 1 of the ratio of the maximum to the sum in case of nonnegative random variables.
Original languageEnglish
Pages (from-to)225-242
JournalMethodology and Computing in Applied Probability
Issue number2
Publication statusPublished - 2007


Dive into the research topics of 'Asymptotics for ratios with applications to reinsurance'. Together they form a unique fingerprint.

Cite this