Modeling of claim exceedances over random thresholds for related insurance portfolios (Q654827): Difference between revisions

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-Q419231
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+Serkan N. Eryılmaz
@@ Property / author: Serkan N. Eryılmaz / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.insmatheco.2011.08.009
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+W2064614891
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@@ Property / cites work @@
+Waiting times of exceedances in random threshold models
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+On distributions of exceedances associated with order statistics and record values for arbitrary distributions
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+On Distributions of Exceedances Based on Generalized Order Statistics
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+Modeling claim exceedances over thresholds.
@@ Property / cites work: Modeling claim exceedances over thresholds. / rank @@
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@@ Property / cites work @@
+Q3843209
@@ Property / cites work: Q3843209 / rank @@
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@@ Property / cites work @@
+Q3486670
@@ Property / cites work: Q3486670 / rank @@
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+Exceedances over high thresholds: a guide to threshold selection
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+Understanding Relationships Using Copulas
@@ Property / cites work: Understanding Relationships Using Copulas / rank @@
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@@ Property / cites work @@
+On the number of near-maximum insurance claim under dependence.
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@@ Property / cites work @@
+Q3523756
@@ Property / cites work: Q3523756 / rank @@
+Normal rank
@@ Property / cites work @@
+On high level exceedance modeling and tail inference
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@@ Property / cites work @@
+Q2732679
@@ Property / cites work: Q2732679 / rank @@
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@@ Property / cites work @@
+Q4435489
@@ Property / cites work: Q4435489 / rank @@
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+Exchangeable claim sizes in a compound Poisson-type process
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@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov chain models for threshold exceedances
@@ Property / cites work: Markov chain models for threshold exceedances / rank @@
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@@ Property / cites work @@
+Distributional properties of exceedance statistics
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@@ links / mardi / name / links / mardi / name @@
+Publication:654827