| Title | Distribution, limit distribution and prediction bands for the maximum claim |
| Publication Type | Unpublished |
| Year of Publication | 2005 |
| Authors | Mexia JT, Real PC, Coelho CA |
| Series Title | Preprint |
| Abstract | Exact and limit distributions are obtained for the maximum claim, using the collective model. Prediction bands are derived, falling either into a controlled and or a non-controlled case. These cases are separated by a crucial value of an estimable parameter. An application to automobile insurance data is given. |
| URL | http://www.dm.fct.unl.pt/sites/www.dm.fct.unl.pt/files/preprints/2005/16_05.pdf |
