@article{(Open Science Index):https://publications.waset.org/pdf/11435,
	  title     = {Estimating of the Renewal Function with Heavy-tailed Claims},
	  author    = {Rassoul Abdelaziz},
	  country	= {},
	  institution	= {},
	  abstract     = {We develop a new estimator of the renewal function for heavy-tailed claims amounts. Our approach is based on the peak over threshold method for estimating the tail of the distribution with a generalized Pareto distribution. The asymptotic normality of an appropriately centered and normalized estimator is established, and its performance illustrated in a simulation study.
},
	    journal   = {International Journal of Mathematical and Computational Sciences},
	  volume    = {6},
	  number    = {2},
	  year      = {2012},
	  pages     = {145 - 150},
	  ee        = {https://publications.waset.org/pdf/11435},
	  url   	= {https://publications.waset.org/vol/62},
	  bibsource = {https://publications.waset.org/},
	  issn  	= {eISSN: 1307-6892},
	  publisher = {World Academy of Science, Engineering and Technology},
	  index 	= {Open Science Index 62, 2012},
	}