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On the number of near-maximum insurance claim under dependence

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  • Hashorva, Enkelejd

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  • Hashorva, Enkelejd, 2003. "On the number of near-maximum insurance claim under dependence," Insurance: Mathematics and Economics, Elsevier, vol. 32(1), pages 37-49, February.
    • Handle: RePEc:eee:insuma:v:32:y:2003:i:1:p:37-49
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    References listed on IDEAS

    as
    1. Li, Y. & Pakes, Anthony G., 2001. "On the number of near-maximum insurance claims," Insurance: Mathematics and Economics, Elsevier, vol. 28(3), pages 309-323, June.
    2. Khmaladze, E. & Nadareishvili, M. & Nikabadze, A., 1997. "Asymptotic behaviour of a number of repeated records," Statistics & Probability Letters, Elsevier, vol. 35(1), pages 49-58, August.
    3. Hsing, Tailen, 1988. "On the extreme order statistics for a stationary sequence," Stochastic Processes and their Applications, Elsevier, vol. 29(1), pages 155-169.
    4. Pakes, Anthony G. & Li, Yun, 1998. "Limit laws for the number of near maxima via the Poisson approximation," Statistics & Probability Letters, Elsevier, vol. 40(4), pages 395-401, November.
    5. Novak, S. Y., 2002. "Multilevel clustering of extremes," Stochastic Processes and their Applications, Elsevier, vol. 97(1), pages 59-75, January.
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    Cited by:

    1. Dembinska, Anna & Iliopoulos, George, 2012. "On the asymptotics of numbers of observations in random regions determined by order statistics," Journal of Multivariate Analysis, Elsevier, vol. 103(1), pages 151-160, January.
    2. Bairamov, I. & Stepanov, A., 2011. "Numbers of near bivariate record-concomitant observations," Journal of Multivariate Analysis, Elsevier, vol. 102(5), pages 908-917, May.
    3. Dembińska, Anna & Buraczyńska, Aneta, 2019. "The long-term behavior of number of near-maximum insurance claims," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 226-237.
    4. Eryilmaz, Serkan & Gebizlioglu, Omer L. & Tank, Fatih, 2011. "Modeling of claim exceedances over random thresholds for related insurance portfolios," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 496-500.
    5. Rasbagh Vasudeva & J. Vasantha Kumari, 2014. "Asymptotic behaviour of near-maxima of Gaussian sequences," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(7), pages 861-866, October.
    6. Raúl Gouet & F. López & Gerardo Sanz, 2012. "On δ-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(1), pages 188-214, March.
    7. Jasiński, Krzysztof, 2016. "Asymptotic normality of numbers of observations near order statistics from stationary processes," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 259-263.
    8. Hashorva, Enkelejd, 2004. "Bivariate maximum insurance claim and related point processes," Statistics & Probability Letters, Elsevier, vol. 69(2), pages 117-128, August.
    9. Claude Lefèvre & Stéphane Loisel & Pierre Montesinos, 2020. "Bounding Basis-Risk Using s-convex Orders on Beta-unimodal Distributions," Post-Print hal-02611227, HAL.
    10. Hashorva, Enkelejd, 2007. "On the asymptotic distribution of certain bivariate reinsurance treaties," Insurance: Mathematics and Economics, Elsevier, vol. 40(2), pages 200-208, March.
    11. M. Akbari & M. Fashandi & Jafar Ahmadi, 2016. "Characterizations based on the numbers of near-order statistics," Statistical Papers, Springer, vol. 57(1), pages 21-30, March.
    12. Arvydas Astrauskas, 2023. "Some Bounds for the Expectations of Functions on Order Statistics and Their Applications," Journal of Theoretical Probability, Springer, vol. 36(2), pages 1116-1147, June.
    13. Bairamov, I. & Stepanov, A., 2010. "Numbers of near-maxima for the bivariate case," Statistics & Probability Letters, Elsevier, vol. 80(3-4), pages 196-205, February.
    14. Enkelejd Hashorva & Claudio Macci & Barbara Pacchiarotti, 2013. "Large Deviations for Proportions of Observations Which Fall in Random Sets Determined by Order Statistics," Methodology and Computing in Applied Probability, Springer, vol. 15(4), pages 875-896, December.
    15. Anna Dembińska, 2017. "An ergodic theorem for proportions of observations that fall into random sets determined by sample quantiles," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(3), pages 319-332, April.

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