Modeling large claims in non-life insurance-Reference-Cited by-同舟云学术

Modeling large claims in non-life insurance

Published:1992-04 Issue:1 Volume:11 Page:17-29
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Beirlant Jan,Teugels Jozef L.

Publisher

Elsevier BV

Subject

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

Reference38 articles.

1. Testing the goodness-of-fit of a mixed Poisson process;Albrecht;Insurance: Math. Econom.,1982

2. Zur statistischen Analyse des gemischten Poissonprozesses, gestüzt auf Schadeneintrittszeitpunkte;Albrecht;Blä. Dtsch. Ges. Versicherungsmath.,1982

3. Asymptotics of Hill's estimator;Beirlant;Th. Probability Applic.,1986

4. Asymptotic normality of Hill's estimator;Beirlant,1989

5. Limit distributions for compounded sums of extreme order statistics;Beirlant;Journal Applied Probability,1992

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