Tail asymptotics of light-tailed Weibull-like sums

Søren Asmussen, Enkelejd Hashorva, Patrick J. Laub +1

We consider sums of $n$ i.i.d. random variables with tails close to $\exp \{-x^{\beta }\}$ for some $\beta >1$. Asymptotics developed by Rootzén (1987) and Balkema, Klüppelberg & Resnick (1993)…