Modeling claim exceedances over thresholds. (Q1413301)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling claim exceedances over thresholds. |
scientific article |
Statements
Modeling claim exceedances over thresholds. (English)
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16 November 2003
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Risk model
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Compound Poisson approximation
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Multiple scan statistic
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Poisson convergence
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Weibull limit theorem
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