Modeling claim exceedances over thresholds.
type: Item
instance of: scholarly article
title: Modeling claim exceedances over thresholds.
zbMATH Open document ID: 1055.91040
DOI: 10.1016/S0167-6687(01)00097-X
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2004008
zbMATH Keywords: Risk model
zbMATH Keywords: Compound Poisson approximation
zbMATH Keywords: Multiple scan statistic
zbMATH Keywords: Poisson convergence
zbMATH Keywords: Weibull limit theorem
author: Michael V. Boutsikas
author: Markos V. Koutras
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2004008