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Semi-parametric approach for approximating the ruin probability of classical risk models with large claims - MaRDI portal

Semi-parametric approach for approximating the ruin probability of classical risk models with large claims (Q6141738)

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scientific article; zbMATH DE number 7793006
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Semi-parametric approach for approximating the ruin probability of classical risk models with large claims
scientific article; zbMATH DE number 7793006

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    Semi-parametric approach for approximating the ruin probability of classical risk models with large claims (English)
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    23 January 2024
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    beta kernel
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    Champernowne generalized distribution
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    kernel estimation
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    risk model
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    ruin probability
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    strong stability
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