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Nonparametric estimation of compound distributions with applications in insurance - MaRDI portal

Nonparametric estimation of compound distributions with applications in insurance (Q1804822)

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scientific article; zbMATH DE number 756044
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English
Nonparametric estimation of compound distributions with applications in insurance
scientific article; zbMATH DE number 756044

    Statements

    Nonparametric estimation of compound distributions with applications in insurance (English)
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    17 May 1995
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    strong consistency
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    compound distributions
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    bootstrap confidence bands
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    random sum of independent identically distributed random variables
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    empirical distribution
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    asymptotic normality
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    aggregate claims distribution function
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    probability of ruin
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    Poisson risk model
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