Nonparametric estimation of compound distributions with applications in insurance
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Publication:1804822
zbMath0817.62024MaRDI QIDQ1804822
Publication date: 17 May 1995
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
asymptotic normalitystrong consistencyempirical distributionbootstrap confidence bandscompound distributionsprobability of ruinPoisson risk modelaggregate claims distribution functionrandom sum of independent identically distributed random variables
Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)
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