Modeling claim exceedances over thresholds

Insurance: Mathematics and Economics

Volumn 30, Issue 1, 2002, Pages 67-83

  Boutsikas, M V ^a   Koutras, M V ^a  

^a UNIVERSITY OF PIRAEUS   (Greece)

Author keywords

Claim exceedances; Compound Poisson approximation; Discrete scan statistic; Multiple scan statistic; Poisson convergence; Risk model; Weibull limit theorem

Indexed keywords

EID: 0036198803     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(01)00097-X     Document Type: Article

References (18)

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9. Runs, scans and URN model distributions: A unified Markov chain approach
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11. Stein's method for compound Poisson approximation
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13. Run-related probability functions applied to sampling inspection