Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin (Q998292)
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scientific article; zbMATH DE number 5499599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin |
scientific article; zbMATH DE number 5499599 |
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Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin (English)
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28 January 2009
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finite-time ruin probability
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robustness
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Solvency II
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reliable ruin probability
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asymptotic normality
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influence function
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estimation risk solvency margin (ERSM)
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