The delta-method for actuarial statistics

DOI10.1080/03461238.1996.10413965zbMath0848.62055OpenAlexW1979251647MaRDI QIDQ4881689

Christian Hipp

Publication date: 28 October 1996

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1996.10413965

zbMATH Keywords

asymptotic normalityempirical processesHadamard differentiabilitycentral limit theoremempirical distributionnonparametric estimationdelta-method

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model ⋮ Influence functions of empirical nonparametric estimators of net reinsurance premiums

Cites Work

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• Empirical bounds for ruin probabilities
• Empirical Laplace transform and approximation of compound distributions
• Nonparametric estimation of actuarial values
• Asymptotic expansions in the central limit theorem under moment conditions
• On the Construction of Almost Uniformly Convergent Random Variables with Given Weakly Convergent Image Laws

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