Mixed Poisson process with Pareto mixing variable and its risk applications

DOI10.1007/s10986-016-9313-4zbMath1348.62065OpenAlexW2405613793MaRDI QIDQ327177

Pavlina Jordanova, Milan Stehlík

Publication date: 19 October 2016

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-016-9313-4

zbMATH Keywords

Pareto distributionErlang-Paretoexp-Pareto, riskmixed Poisson processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

Related Items (4)

Asymptotic risk decomposition for regularly varying distributions with tail dependence ⋮ Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk ⋮ Expectation of the truncated randomly weighted sums with dominatedly varying summands ⋮ Risk process approximation with mixing

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