scientific article
From MaRDI portal
Publication:3474015
zbMath0697.62099MaRDI QIDQ3474015
Publication date: 1989
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
consistencyasymptotic normalityefficiencyclassical risk processrestricted estimationinfinite time ruin probabilityclaim amount distribution
Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)
Related Items
The estimation of phase-type related functionals using Markov chain Monte Carlo methods ⋮ On semiparametric estimation of ruin probabilities in the classical risk model ⋮ The delta-method for actuarial statistics ⋮ Bayesian estimation of finite time ruin probabilities ⋮ A bootstrap procedure for estimating the adjustment coefficients ⋮ Unnamed Item
This page was built for publication:
