Modeling claim exceedances over thresholds. (Q1413301)

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scientific article; zbMATH DE number 2004008
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English
Modeling claim exceedances over thresholds.
scientific article; zbMATH DE number 2004008

    Statements

    Modeling claim exceedances over thresholds. (English)
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    16 November 2003
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    Risk model
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    Compound Poisson approximation
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    Multiple scan statistic
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    Poisson convergence
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    Weibull limit theorem
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