A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process (Q3569713)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process |
scientific article |
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A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process (English)
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21 June 2010
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Edgeworth expansion
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exponential claim amounts
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log-normal claim amounts
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normal approximation
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P-value
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pivotal quantity
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resampling
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second-order quantity
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