Modeling of claim exceedances over random thresholds for related insurance portfolios (Q654827)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling of claim exceedances over random thresholds for related insurance portfolios |
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Modeling of claim exceedances over random thresholds for related insurance portfolios (English)
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21 December 2011
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largest claim size
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order statistics
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exceedances
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renewal process
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copulas
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