On the number of near-maximum insurance claims

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Publication:1413267


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)


62P05: Applications of statistics to actuarial sciences and financial mathematics

62G32: Statistics of extreme values; tail inference


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