Open AccessModeling Bursts and Heavy Tails in Inter-Arrival Claims in Non-Life Insurance
Author(s) -
Mohamed Hanafy
Publication year - 2020
Publication title -
journal of financial risk management
Language(s) - English
Resource type - Journals
eISSN - 2167-9541
pISSN - 2167-9533
DOI - 10.4236/jfrm.2020.93017
Subject(s) - poisson distribution , arrival time , poisson process , heavy tailed distribution , interval (graph theory) , distribution (mathematics) , generalized pareto distribution , computer science , pareto principle , econometrics , actuarial science , operations research , statistics , probability distribution , mathematics , business , extreme value theory , engineering , mathematical analysis , combinatorics , transport engineering
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