We consider sums of n i.i.d. random variables with tails close to exp{−xβ} for some β>1. Asymptotics developed by Rootzén (1987) and Balkema, Klüppelberg & Resnick (1993) are discussed from the point of view of tails rather of densities, using a somewhat different angle, and supplemented with bounds, results on a random number N of terms, and simulation algorithms.
Keywords: Gumbel MDA; Laplace transform; Rare event simulation; Sums of of random variables; Weibull distribution