Bivariate maximum insurance claim and related point processes

DOI10.1016/j.spl.2004.06.008zbMath1063.62143MaRDI QIDQ1771443

Enkelejd Hashorva

Publication date: 21 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.06.008

zbMATH Keywords

Asymptotic results; Point processes; Bivariate maximum insurance claim; ECOMOR reinsurance treaty; number of bivariate records

Mathematics Subject Classification ID

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

60F05: Central limit and other weak theorems

62M09: Non-Markovian processes: estimation

62G32: Statistics of extreme values; tail inference

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On numbers of observations in random regions determined by records, Asymptotic normality of numbers of observations in random regions determined by order statistics, Asymptotic behaviour of proportions of observations in random regions determined by central order statistics from stationary processes, An ergodic theorem for proportions of observations that fall into random sets determined by sample quantiles, On the asymptotics of numbers of observations in random regions determined by order statistics, Asymptotic properties of numbers of observations in random regions determined by central order statistics, Numbers of near bivariate record-concomitant observations, Numbers of near-maxima for the bivariate case, On the asymptotic distribution of certain bivariate reinsurance treaties, Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics, LIMIT THEOREMS FOR PROPORTIONS OF OBSERVATIONS FALLING INTO RANDOM REGIONS DETERMINED BY ORDER STATISTICS

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