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Q4343898 - MaRDI portal

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scientific article; zbMATH DE number 1031904
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English
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scientific article; zbMATH DE number 1031904

    Statements

    author
    A. Nanthakumar
    0 references
    G. R. Dargahi-Noubary
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    publication date
    6 July 1997
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    zbMATH Keywords
    ruin probability
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    non-homogeneous Poisson process
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    large claims
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    threshold value
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    generalized Pareto distribution
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    Identifiers

    zbMATH DE Number
    1031904
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