Joint Asymptotic Distributions of Smallest and Largest Insurance Claims
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References listed on IDEAS
- Sophie A. Ladoucette & Jef L. Teugels, 2007. "Asymptotics for Ratios with Applications to Reinsurance," Methodology and Computing in Applied Probability, Springer, vol. 9(2), pages 225-242, June.
- Ladoucette, Sophie A., 2007. "Asymptotic behavior of the moments of the ratio of the random sum of squares to the square of the random sum," Statistics & Probability Letters, Elsevier, vol. 77(10), pages 1021-1033, June.
- Ammeter, Hans, 1964. "Note Concerning the Distribution Function of the Total Loss Excluding the Largest Individual Claims," ASTIN Bulletin, Cambridge University Press, vol. 3(2), pages 132-143, August.
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Cited by:
- Albrecher, Hansjörg & García Flores, Brandon, 2022. "Asymptotic analysis of generalized Greenwood statistics for very heavy tails," Statistics & Probability Letters, Elsevier, vol. 185(C).
- Asimit, Alexandru V. & Chen, Yiqing, 2015. "Asymptotic results for conditional measures of association of a random sum," Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 11-18.
- Søren Asmussen & Jaakko Lehtomaa, 2017. "Distinguishing Log-Concavity from Heavy Tails," Risks, MDPI, vol. 5(1), pages 1-14, February.
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Keywords
aggregate claims; ammeter problem; near mixed Poisson process; reinsurance; subexponential distributions; extremes;All these keywords.
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