Kortschak, Dominik; Albrecher, Hansjörg - In: Statistics & Probability Letters 80 (2010) 7-8, pp. 612-620
In this paper we show that it is possible to write the Laplace transform of the Burr distribution as the sum of four series. This representation is then used to provide a complete asymptotic expansion of the tail of the compound sum of Burr distributed random variables. Furthermore it is shown...