On the number of near-maximum insurance claims

Insurance: Mathematics and Economics

Volumn 28, Issue 3, 2001, Pages 309-323

  Li, Y ^a   Pakes, Anthony G ^b  

^a CSIRO   (Australia)

^b UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

62P05 (60G70, 60F05, 62G30); Extreme value theory; Limit theorems; Near maximum insurance claims

Indexed keywords

EID: 0012845492     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(00)00080-9     Document Type: Article

References (8)

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2. Hashorva, E., Hüsler, J., 1999. On the number of near-maxima. Preprint.
3. Li, Y., Pakes, A.G., 1998. Numbers of near-maxima for random sample sizes. Research Report 1998/3, Department of Mathematics, The University of Western Australia, Nedlands, WA.
4. Pakes, A.G., 2001. The numbers and sum of near-maxima for thin-tailed populations. Adv. Appl. Prob. 33, to appear.
5. Pakes A.G., Li Y. Limit laws for the number of near maxima via the Poisson approximation. Statist. Probab. Lett. 40:1998;395-401.
6. Pakes A.G., Steutel F.W. On the number of records near the maximum. Aust. J. Statist. 39(2):1997;179-192.
7. Resnick, S.I., 1987. Extreme Values, Regular Variation, and Point Processes. Springer, New York.
8. Royden, H.L., 1988. Real Analysis, 3rd Edition. Macmillan, New York.