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- W2952426944 abstract "We study the Tauberian relations between the moment generating function (MGF) and the complementary cumulative distribution function of a random variable whose MGF is finite only on part of the real line. We relate the right tail behavior of the cumulative distribution function of such a random variable to the behavior of its MGF near the critical moment. We apply our results to an arbitrary superposition of a CIR process and the time-integral of this process." @default.
- W2952426944 created "2019-06-27" @default.
- W2952426944 creator A5046573569 @default.
- W2952426944 date "2012-03-19" @default.
- W2952426944 modified "2023-09-25" @default.
- W2952426944 title "From moment explosion to the asymptotic behavior of the cumulative distribution for a random variable" @default.
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