Statistical inference based on large claims via poisson approximation. Part II: Poisson process approach (Q3203900)
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| Language | Label | Description | Also known as |
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| English | Statistical inference based on large claims via poisson approximation. Part II: Poisson process approach |
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Statistical inference based on large claims via poisson approximation. Part II: Poisson process approach (English)
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1989
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Pareto distribution
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tail
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claim size distribution
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exceedances of a non- random threshold
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maximum likelihood estimator
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Poisson processes
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empirical point processes
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asymptotic normality
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