3 citations · 6 across the 6 of their papers we have counts for
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q-fin.GN2010
Modeling total expenditure on warranty claims
Abhimanyu Mitra, Sidney I. Resnick
We approximate the distribution of total expenditure of a retail company over warranty claims incurred in a fixed period [0, T], say the following quarter. We consider two kinds of…
math.PR2010★ 3 cited
Hidden Regular Variation: Detection and Estimation
Abhimanyu Mitra, Sidney I. Resnick
Hidden regular variation defines a subfamily of distributions satisfying multivariate regular variation on and models an…