Asymptotic statistics in insurance risk theory

DOI10.1007/978-981-16-9284-0OpenAlexW4207074184MaRDI QIDQ2074417

Yasutaka Shimizu

Publication date: 9 February 2022

Published in: SpringerBriefs in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-16-9284-0

zbMATH Keywords

asymptotic normalitystatistical inferenceruin probabilityLévy processconsistent estimatorempirical estimatorGerber-Shiu functionCramér-Lundberg modeldefective renewal equationnonparametric estimatorasymptotic confidence boundDelta MethodLévy surplus modelparametric estimator

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Actuarial mathematics (91G05)

Related Items (1)

The Gerber-Shiu discounted penalty function: a review from practical perspectives

This page was built for publication: Asymptotic statistics in insurance risk theory