TY  -  
T1  - On Compound Variables and the Asymptotic Behaviour of Their Tails 
SN  -  /  
UR  - URN:NBN:fi:hulib-202008173791; http://hdl.handle.net/10138/318346 
T3  -  
A1  - Tolvanen, Tuuli 
A2  -  
PB  - Helsingin yliopisto 
Y1  - 2020 
LA  - eng 
AB  - The objective of this thesis is to introduce the concept of compound variables and explain their use in one application specifically, as the total claim amount of an insurance company can be viewed as a compound variable. We study both the average behaviour as well as the tail behaviour of compound variables.

Before delving into the results concerning the tails of compound variables, we aim to present an overview about the general theory and treat the average behaviour of compound variables f... 
VO  -  
IS  -  
SP  -  
OP  -  
KW  - Heavy-tails; Compound variables; Asymptotics; Wald’s identity; Soveltava matematiikka 
N1  -   
PP  -  
ER  -