1.9. The equilibrium distribution and the tail behaviour.

Exercises.

1. 1.8.  Sum of independent random variables; central limit theorem.

2. Exercises.

1.9.  Tails of distributions: comparison of the tail based on moments, on the limiting tail behaviour, on the hazard rate function and on the mean excess loss function; 

1.6.  left censored and shifted random variable; limit loss variable.

Exercises.

1.5.  Moments and related quantities.

1.6.  Residual life;