Modeling of claim exceedances over random thresholds for related insurance portfolios
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DOI: 10.1016/j.insmatheco.2011.08.009
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References listed on IDEAS
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Cited by:
- 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.
- Mohsen Bohlooli-Zefreh & Afshin Parvardeh & Majid Asadi, 2023. "On the occurrence time of an extreme damage in a general shock model," Journal of Risk and Reliability, , vol. 237(6), pages 1100-1113, December.
- Agah Kozan & Burak Uyar & Halil Tanil, 2024. "Exceedance statistics based on bottom- $$k$$ k -lists," Statistical Papers, Springer, vol. 65(8), pages 5239-5251, October.
- Erem, Aysegul & Bayramoglu, Ismihan, 2017. "Exact and asymptotic distributions of exceedance statistics for bivariate random sequences," Statistics & Probability Letters, Elsevier, vol. 125(C), pages 181-188.
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Keywords
Largest claim size; Order statistics; Exceedances; Renewal process; Copulas;All these keywords.
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