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Statistical inference based on large claims via poisson approximation. Part I: Poisson random variables - MaRDI portal

Statistical inference based on large claims via poisson approximation. Part I: Poisson random variables (Q4203675)

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scientific article; zbMATH DE number 4123121
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Statistical inference based on large claims via poisson approximation. Part I: Poisson random variables
scientific article; zbMATH DE number 4123121

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    Statistical inference based on large claims via poisson approximation. Part I: Poisson random variables (English)
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    1989
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    Pareto assumption
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    modelling of large claims
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    claim frequencies
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    Poisson approximation
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    claim size distributions
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    maximum likelihood
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    bootstrap method
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