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JOURNALS // Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics] // Archive

Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2024 Issue 3, Pages 18–32 (Mi vtpmk714)

Theory of Probability and Mathematical Statistics

On the behavior of extreme values in the case of Burr distribution

V. E. Bening

Lomonosov Moscow State University, Moscow

Abstract: The paper considers the asymptotic behavior of the moments of extreme values of an organization subjected to risk in the case when the number of factors leading to loss is random. Burr distribution is considered as loss distribution. An asymptotic comparison of the activities of such organizations is carried out in terms of the necessary additional number of such factors (asymptotic deficiency). Two examples illustrating tne obtained results are presented. These examples concern truncated Poisson and binomial distributions.

Keywords: reserve of insurance company, sample of random size, Burr distribution, asymptotic expansions, truncated Poisson and binomial distributions, extreme order statistics, asymptotic deficiency.

UDC: 519.2

Received: 09.07.2024
Revised: 19.08.2024

DOI: 10.26456/vtpmk714



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© Steklov Math. Inst. of RAS, 2025