@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}, }