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On Successive Record Values in a Sequence of Independent Identically Distributed Random Variables

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Book cover Statistical Extremes and Applications

Part of the book series: NATO ASI Series ((ASIC,volume 131))

Abstract

We investigate the probability that a certain function of the record values exceeds a fixed quantity. Originating from an application in insurance mathematics, the results can be applied to other instances.

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References

  1. BUHLMAN, H. Mathematical Methods in Risk Theory. New York: Springer-Verlag, 1970.

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  2. GERBER, H.U. An Introduction to Mathematical Risk Theory. S.S. Huebner Foundation for Insurance Education, Wharton School, Univ. Pennsylvania, Philadelphia, 1979.

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  3. SHORROCK, R.W. On record values and record times. J. Appl. Probability, 9, 1972, 316–326.

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  4. TEUGELS, J.L. Large claims in insurance mathematics. Astin Bulletin, 15, 1983, 81–88.

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Author information

Authors and Affiliations

  1. Katholieke Universiteit Leuven, Belgium

    Jozef L. Teugels

Authors
  1. Jozef L. Teugels
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Editor information

Editors and Affiliations

  1. Faculty of Sciences of Lisbon, Center for Statistics and Applications (I.N.I.C.), Academy of Sciences of Lisbon, Lisbon, Portugal

    J. Tiago de Oliveira

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© 1984 Springer Science+Business Media Dordrecht

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Teugels, J.L. (1984). On Successive Record Values in a Sequence of Independent Identically Distributed Random Variables. In: de Oliveira, J.T. (eds) Statistical Extremes and Applications. NATO ASI Series, vol 131. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-3069-3_49

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  • DOI: https://doi.org/10.1007/978-94-017-3069-3_49

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-90-481-8401-9

  • Online ISBN: 978-94-017-3069-3

  • eBook Packages: Springer Book Archive

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