Abstract
E. Franckx [I] has established the distribution function of the largest individual claim of a portfolio. By assuming the number of claims to be Poisson distributed, H. Ammeter was able to develop the distribution function of the total loss excluding the largest individual claim [2] as well as the distribution function of the n-th largest claim [3].
Volume
6:3
Page
260-275
Year
1972
Categories
Financial and Statistical Methods
Loss Distributions
Extreme Values
Business Areas
Reinsurance
Publications
ASTIN Bulletin
