In this paper we define the concept of a normal fuzzy random variable and we prove the following representation theorem: Every normal fuzzy random variable equals the sum of its expected value and a ...

This note suggests that expressing a distribution function as a mixture of suitably chosen distribution functions leads to improved methods for generating random variables in a computer. The idea is ...

This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...