Statistical inference based on large claims via poisson approximation. Part II: Poisson process approach (Q3203900)
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scientific article; zbMATH DE number 4180620
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| English | Statistical inference based on large claims via poisson approximation. Part II: Poisson process approach |
scientific article; zbMATH DE number 4180620 |
Statements
Statistical inference based on large claims via poisson approximation. Part II: Poisson process approach (English)
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1989
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Pareto distribution
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tail
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claim size distribution
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exceedances of a non- random threshold
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maximum likelihood estimator
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Poisson processes
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empirical point processes
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asymptotic normality
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0.9231444597244264
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0.7828154563903809
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0.7828154563903809
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0.781294584274292
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0.7763974666595459
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