On the estimation of the adjustment coefficient in risk theory by means of stochastic approximation procedures (Q1819878)
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scientific article; zbMATH DE number 3994851
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation of the adjustment coefficient in risk theory by means of stochastic approximation procedures |
scientific article; zbMATH DE number 3994851 |
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On the estimation of the adjustment coefficient in risk theory by means of stochastic approximation procedures (English)
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1986
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On the Oberwolfach-conference on risk theory in September, 1984, Professor Bühlmann proposed to develop the statistics for risk theory. The aim of this paper is to deliver a contribution to this project. It shows how stochastic approximation methods may be used to estimate the so-called adjustment coefficient in risk theory.
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adjustment coefficient
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risk theory
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