A bootstrap procedure for estimating the adjustment coefficients

DOI10.1016/0167-6687(91)90048-3zbMath0747.62104OpenAlexW2006822305MaRDI QIDQ1182781

Paul Embrechts, Thomas Mikosch

Publication date: 28 June 1992

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(91)90048-3

zbMATH Keywords

ruin theorystrong consistencyadjustment coefficientinsurance riskbootstrap estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites Work

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