Bivariate maximum insurance claim and related point processes

DOI10.1016/J.SPL.2004.06.008zbMath1063.62143OpenAlexW2045975881MaRDI QIDQ1771443

Enkelejd Hashorva

Publication date: 21 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.06.008

zbMATH Keywords

Asymptotic resultsPoint processesBivariate maximum insurance claimECOMOR reinsurance treatynumber of bivariate records

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Statistics of extreme values; tail inference (62G32)

Related Items (12)

Asymptotic behaviour of proportions of observations in random regions determined by central order statistics from stationary processes ⋮ Numbers of near-maxima for the bivariate case ⋮ Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics ⋮ Some bounds for the expectations of functions on order statistics and their applications ⋮ On numbers of observations in random regions determined by records ⋮ On the asymptotics of numbers of observations in random regions determined by order statistics ⋮ Asymptotic properties of numbers of observations in random regions determined by central order statistics ⋮ An ergodic theorem for proportions of observations that fall into random sets determined by sample quantiles ⋮ Asymptotic normality of numbers of observations in random regions determined by order statistics ⋮ Numbers of near bivariate record-concomitant observations ⋮ On the asymptotic distribution of certain bivariate reinsurance treaties ⋮ LIMIT THEOREMS FOR PROPORTIONS OF OBSERVATIONS FALLING INTO RANDOM REGIONS DETERMINED BY ORDER STATISTICS

Cites Work

• Approximate distributions of order statistics. With applications to nonparametric statistics
• On the number of near-maximum insurance claims
• On the number of near-maximum insurance claim under dependence.
• Foundations of Modern Probability
• ON THE NUMBER OF RECORDS NEAR THE MAXIMUM
• On the number of points near the multivariate maxima
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