Modeling claim exceedances over thresholds

Author:

Boutsikas M.V.,Koutras M.V.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference18 articles.

1. Barbour, A.D., Holst, L., Janson, S., 1992. Poisson Approximation. Clarendon Press, Oxford.

2. Longest runs in coin tossing;Binswanger;Insurance: Mathematics and Economics,1994

3. Boutsikas, M.V., Koutras, M.V., 2001. Compound Poisson approximation for sums of dependent random variables. In: Charalambides, Ch.A., Koutras, M.V., Balakrishnan, N. (Eds.), Probability and Statistical Models with Applications: A Volume in Honor of T. Cacoullos. Chapman & Hall/CRC Press, London/Boca Raton, FL, pp. 63–86.

4. Bowers, N.L., Gerber, H.U., Hickman, J., Jones, D.A., Nesbitt, C.J., 1997. Actuarial Mathematics, 2nd Edition. The Society of Actuaries, Illinois.

5. Chen, J., Glaz, J., 1997. Approximations and inequalities for the distribution of a scan statistic for 0–1 Bernoulli trials. In: Johnson, N.L., Balakrishnan, N. (Eds.), Advances in the Theory and Practice of Statistics: A Volume in Honor of S. Kotz. Wiley, New York, pp. 285–298.

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