本刊英文版2014年57卷第10期摘要(英文)

<正>Tail asymptotic expansions for L-statistics HASHORVA Enkelejd,LING ChengXiuPENG ZuoXiang Abstract We derive higher-order expansions of L-statistics of independent risks X1,...,Xn under conditions on the underlying distribution function F.The new results are applied to derive the asymptotic expansions of ratios of two kinds of risk measures,stop-loss premium and excess return on capital,respectively.Several examples and