Bivariate maximum insurance claim and related point processes
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References listed on IDEAS
- Li, Y. & Pakes, Anthony G., 2001. "On the number of near-maximum insurance claims," Insurance: Mathematics and Economics, Elsevier, vol. 28(3), pages 309-323, June.
- Hashorva, Enkelejd & Hüsler, Jürg, 2001. "On the number of points near the multivariate maxima," Statistics & Probability Letters, Elsevier, vol. 55(2), pages 113-124, November.
- Hashorva, Enkelejd, 2003. "On the number of near-maximum insurance claim under dependence," Insurance: Mathematics and Economics, Elsevier, vol. 32(1), pages 37-49, February.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Dembinska, Anna & Iliopoulos, George, 2012. "On the asymptotics of numbers of observations in random regions determined by order statistics," Journal of Multivariate Analysis, Elsevier, vol. 103(1), pages 151-160, January.
- Bairamov, I. & Stepanov, A., 2011. "Numbers of near bivariate record-concomitant observations," Journal of Multivariate Analysis, Elsevier, vol. 102(5), pages 908-917, May.
- Bairamov, I. & Stepanov, A., 2010. "Numbers of near-maxima for the bivariate case," Statistics & Probability Letters, Elsevier, vol. 80(3-4), pages 196-205, February.
- Nadarajah, Saralees, 2013. "Expansions for bivariate extreme value distributions," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 744-752.
- Hashorva, Enkelejd, 2007. "On the asymptotic distribution of certain bivariate reinsurance treaties," Insurance: Mathematics and Economics, Elsevier, vol. 40(2), pages 200-208, March.
More about this item
KeywordsThe number of bivariate records Bivariate maximum insurance claim Point processes Asymptotic results ECOMOR reinsurance treaty;
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