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Modeling of claim exceedances over random thresholds for related insurance portfolios - MaRDI portal

Modeling of claim exceedances over random thresholds for related insurance portfolios (Q654827)

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scientific article; zbMATH DE number 5991260
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English
Modeling of claim exceedances over random thresholds for related insurance portfolios
scientific article; zbMATH DE number 5991260

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    Modeling of claim exceedances over random thresholds for related insurance portfolios (English)
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    21 December 2011
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    largest claim size
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    order statistics
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    exceedances
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    renewal process
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    copulas
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