scientific article; zbMATH DE number 1026574

zbMath0873.62116MaRDI QIDQ4343010

Thomas Mikosch, Claudia Klüppelberg, Paul Embrechts

Publication date: 24 June 1997

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

order statisticsfunctional central limit theoremrare eventslaw of large numberscentral limit theorempoint processeslinear processesinsurancerecordsextremal indexperpetuitiesfinanceexamplesstationary sequencesrisk theoryARCH processesrandomly indexed samplesreinsurance treatiesexcesses over thresholdslarge claim indexmodelling of extremal eventsruin estimationsums of iid random variablestime series with large fluctuations

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Functional limit theorems; invariance principles (60F17)