Statistical inference based on large claims via poisson approximation. Part II: Poisson process approach

DOI10.1007/BF02809922zbMath0716.62105MaRDI QIDQ3203900

Rolf-Dieter Reiss

Publication date: 1989

Published in: Blätter der DGVFM (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitymaximum likelihood estimatorPoisson processesPareto distributiontailclaim size distributionempirical point processesexceedances of a non- random threshold

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Poisson approximation of empirical processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Comparison of location models of Weibull type samples and extreme value processes
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Confidence Interval Procedures for the Weibull Process with Applications to Reliability Growth
• Statistische Analyse des homogenen und des inhomogenen Poissonprozesses
• Inferences on the Parameters and Current System Reliability for a Time Truncated Weibull Process
• Statistical inference based on large claims via poisson approximation. Part I: Poisson random variables

This page was built for publication: Statistical inference based on large claims via poisson approximation. Part II: Poisson process approach