Sharif Mozumder, M. Kabir Hassan, Ghulam Sorwar, José Antonio Pérez Amuedo
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Abstract
In this study, we model aggregate claims using a subordinator, specifically a non-decreasing Lévy process. Large positive jumps, exceeding a predetermined threshold, represent significant claims, w...
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The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.
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