On Some alternative estimates of the adjustment coefficient in risk theory (Q3990299)
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scientific article; zbMATH DE number 37994
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Some alternative estimates of the adjustment coefficient in risk theory |
scientific article; zbMATH DE number 37994 |
Statements
On Some alternative estimates of the adjustment coefficient in risk theory (English)
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28 June 1992
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estimation of adjustment coefficient
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Hill estimator
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consistency
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convergence rates
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asymptotic normality
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simulations
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tail sum estimators
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adjustment coefficient
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probability of ruin
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risk process
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order statistics
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quantile type estimators
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