Residual Life Time at Great Age

A. A. Balkema and L. de Haan
Source: Ann. Probab. Volume 2, Number 5 (1974), 792-804.

Abstract

The asymptotic behaviour of the residual life time at time $t$ is investigated (for $t \rightarrow \infty$). We derive weak limit laws and their domains of attraction and treat rates of convergence and moment convergence. The presentation exploits the close similarity with extreme value theory.

First Page:
Primary Subjects: 60F05
Secondary Subjects: 62N05
Full-text: Open access