Modeling of claim exceedances over random thresholds for related insurance portfolios (Q654827)
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scientific article; zbMATH DE number 5991260
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| English | Modeling of claim exceedances over random thresholds for related insurance portfolios |
scientific article; zbMATH DE number 5991260 |
Statements
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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0.8082785606384277
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0.8047866225242615
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0.793531596660614
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0.7883279323577881
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0.7778680324554443
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