On the number of near-maximum insurance claims

DOI10.1016/S0167-6687(00)00080-9zbMath1025.62039MaRDI QIDQ1413267

Anthony G. Pakes, Yun Li

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

limit theoremsextreme value theorynear-maximum insurance claims

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32)

Related Items (22)

Asymptotic behaviour of proportions of observations in random regions determined by central order statistics from stationary processes ⋮ Asymptotic normality of numbers of observations near order statistics from stationary processes ⋮ Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics ⋮ Some bounds for the expectations of functions on order statistics and their applications ⋮ Asymptotic properties of near Pfeifer records ⋮ On numbers of observations in random regions determined by records ⋮ On the number of near-maximum insurance claim under dependence. ⋮ On the asymptotics of numbers of observations in random regions determined by order statistics ⋮ Asymptotic properties of numbers of observations in random regions determined by central order statistics ⋮ On the number and sum of near-record observations ⋮ Asymptotic behaviour of near-maxima of Gaussian sequences ⋮ Limit distributions of upper order statistics for families of multivariate distributions ⋮ An ergodic theorem for proportions of observations that fall into random sets determined by sample quantiles ⋮ Asymptotic normality of numbers of observations in random regions determined by order statistics ⋮ Bivariate maximum insurance claim and related point processes ⋮ On numbers of observations near randomly indexed order statistics ⋮ Estimation of Tails and Related Quantities Using the Number of Near-Extremes ⋮ The long-term behavior of number of near-maximum insurance claims ⋮ Numbers of near bivariate record-concomitant observations ⋮ LIMIT THEOREMS FOR PROPORTIONS OF OBSERVATIONS FALLING INTO RANDOM REGIONS DETERMINED BY ORDER STATISTICS ⋮ Slow convergence of the number of near-maxima for Burr XII distributions ⋮ Characterizations based on the numbers of near-order statistics

Cites Work

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• Limit laws for the number of near maxima via the Poisson approximation
• ON THE NUMBER OF RECORDS NEAR THE MAXIMUM

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