Modeling of claim exceedances over random thresholds for related insurance portfolios
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Publication:654827
DOI10.1016/J.INSMATHECO.2011.08.009zbMATH Open1228.91034OpenAlexW2064614891MaRDI QIDQ654827FDOQ654827
Authors: Omer L. Gebizlioglu, Fatih Tank, Serkan Eryilmaz 
Publication date: 21 December 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.08.009
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Cites Work
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Cited In (13)
- Optimal precedence tests under single and double-sampling framework
- A flexible model for actuarial risks under dependence
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- The difference between LSMC and replicating portfolio in insurance liability modeling
- Bivariate general random threshold models and exceedance statistics
- Exceedance statistics based on bottom-\(k\)-lists
- The long-term behavior of number of near-maximum insurance claims
- On some new dependence models derived from multivariate collective models in insurance applications
- Joint modelling of the total amount and the number of claims by conditionals
- Bivariate two sample test based on exceedance statistics
- Modeling claim exceedances over thresholds.
- An exceedance model based on bivariate order statistics
- Exact and asymptotic distributions of exceedance statistics for bivariate random sequences
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