On the estimation of the adjustment coefficient in risk theory via intermediate order statistics (Q808605)

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scientific article; zbMATH DE number 4211335
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On the estimation of the adjustment coefficient in risk theory via intermediate order statistics
scientific article; zbMATH DE number 4211335

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    On the estimation of the adjustment coefficient in risk theory via intermediate order statistics (English)
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    1991
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    ruin probability
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    estimation of adjustment coefficients
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    laws of iterated logarithm
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    sequence of intermediate order statistics
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    risk theory
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    maximum waiting times
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    busy cycles
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    queueing models
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    light traffic
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    strong consistency
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    rates of convergence
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    simulation studies
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