Nonparametric statistical analysis of an upper bound of the ruin probability under large claims (Q650744)
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scientific article; zbMATH DE number 5981307
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric statistical analysis of an upper bound of the ruin probability under large claims |
scientific article; zbMATH DE number 5981307 |
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Nonparametric statistical analysis of an upper bound of the ruin probability under large claims (English)
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27 November 2011
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Poisson risk model
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probability of ruin
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nonparametric estimation
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asymptotics
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heavy-tailed distribution
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