Limit distributions for compounded sums of extreme order statistics

DOI10.2307/3214893zbMath0759.62009OpenAlexW2328814660MaRDI QIDQ4021712

Jan Beirlant, Jozef L. Teugels

Publication date: 16 January 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214893

zbMATH Keywords

order statisticsregular variationrenewal counting processtail behaviourlarge claimsreinsurance policies

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Renewal theory (60K05)

Related Items (7)

Tail asymptotic expansions for \(L\)-statistics ⋮ Modeling large claims in non-life insurance ⋮ Asymptotic results for conditional measures of association of a random sum ⋮ Limit theorems for mixed max-sum processes with renewal stopping ⋮ Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims ⋮ Reinsurance of large claims ⋮ Limit laws for the maxima of stationary chi-processes under random index

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