Maximum likelihood estimators in a statistical model of natural catastrophe claims with trend

DOI10.1007/S10687-004-3480-0zbMath1087.62118OpenAlexW2065343949WikidataQ101208083 ScholiaQ101208083MaRDI QIDQ2488463

Yuri Chernikov, Dietmar Pfeifer, Alexander G. Kukush

Publication date: 24 May 2006

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-004-3480-0

zbMATH Keywords

asymptotic normalityFréchet distributionNevzorov record model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32)

Related Items (2)

On Fréchet autoregressive conditional duration models ⋮ Likelihood-based inference for record models

Uses Software

• ismev

Cites Work

• On record indices and record times
• On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
• Records
• Extreme value statistics and wind storm losses: A case study
• An introduction to statistical modeling of extreme values
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