On the number of near-maximum insurance claim under dependence.
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Publication:1413382
DOI10.1016/S0167-6687(02)00192-0zbMath1047.62099OpenAlexW2089004920MaRDI QIDQ1413382
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(02)00192-0
Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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