2 papers
math.PR2022
On extremes of random clusters and marked renewal cluster processes
Bojan Basrak, Nikolina Milinčević, Petra Žugec
The article describes the limiting distribution of the extremes of observations that arrive in clusters. We start by studying the tail behaviour of an individual cluster and then w…
math.PR2019
On total claim amount for marked Poisson cluster models
Bojan Basrak, Olivier Wintenberger, Petra Zugec
We study the asymptotic distribution of the total claim amount for marked Poisson cluster models. The marks determine the size and other characteristics of the individual claims an…