Pages that link to "Item:Q3990299"
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The following pages link to On Some alternative estimates of the adjustment coefficient in risk theory (Q3990299):
Displaying 13 items.
- Adjustment coefficient for risk processes in some dependent contexts (Q429976) (← links)
- On the estimation of the adjustment coefficient in risk theory via intermediate order statistics (Q808605) (← links)
- Edgeworth expansion for an estimator of the adjustment coefficient (Q974801) (← links)
- A new aspect of a risk process and its statistical inference (Q1003819) (← links)
- A note on the adjustment coefficient in ruin theory (Q1074281) (← links)
- A bootstrap procedure for estimating the adjustment coefficients (Q1182781) (← links)
- Limiting behaviour of a geometric-type estimator for tail indices. (Q1423351) (← links)
- On the estimation of the adjustment coefficient in risk theory by means of stochastic approximation procedures (Q1819878) (← links)
- Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model (Q1904996) (← links)
- Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
- Weak convergence of a bootstrap geometric-type estimator with applications to risk theory (Q2499834) (← links)
- Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (Q2866297) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
