The long-term behavior of number of near-maximum insurance claims
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DOI: 10.1016/j.insmatheco.2019.07.007
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- 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.
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Keywords
Near-maximum insurance claim; Extreme and intermediate order statistics; Stationary process; Almost sure convergence; Limit theorems;All these keywords.
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