Statistical inference based on large claims via poisson approximation. Part I: Poisson random variables

DOI10.1007/BF02809464zbMath0685.62086MaRDI QIDQ4203675

Rolf-Dieter Reiss

Publication date: 1989

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

zbMATH Keywords

bootstrap methodmaximum likelihoodPoisson approximationPareto assumptionclaim size distributionsclaim frequenciesmodelling of large claims

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

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

Cites Work

• Approximate distributions of order statistics. With applications to nonparametric statistics
• Bootstrap methods: another look at the jackknife
• Statistische Analyse des homogenen und des inhomogenen Poissonprozesses
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