A semiparametric technique to estimate survival probabilities

DOI10.1007/BF02613698zbMath0784.62090OpenAlexW2057270782MaRDI QIDQ1312213

Nader Ebrahimi

Publication date: 12 April 1994

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176481

zbMATH Keywords

consistent estimatorcompound Poisson processcounting processtime of ruinrisk theorysurplus processessampling schemesprobability of survivalaggregate claim size processcumulative damage processdeficit process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)

Cites Work

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• Aspects of risk theory
• Shock models and wear processes
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model

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