The Greenwood statistic, stochastic dominance, clustering and heavy tails

Author(s):  
Marek Arendarczyk ◽  
Tomasz Kozubowski ◽  
Anna Panorska
2007 ◽  
Vol 44 (02) ◽  
pp. 285-294 ◽  
Author(s):  
Qihe Tang

We study the tail behavior of discounted aggregate claims in a continuous-time renewal model. For the case of Pareto-type claims, we establish a tail asymptotic formula, which holds uniformly in time.


2015 ◽  
Author(s):  
Charoula Daskalaki ◽  
George S. Skiadopoulos ◽  
Nikolas Topaloglou
Keyword(s):  

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