Estimación máxima verosimilitud de la probabilidad de ruina en el modelo de riesgo clásico con reclamaciones exponenciales

DOI10.15517/rmta.v29i2.47938OpenAlexW4283832051MaRDI QIDQ5042083

Jesús E. López-Flores, Ernesto Antonio Guerrero-Lara, Henry G. Pantí-Trejo

Publication date: 18 October 2022

Published in: Revista de Matemática: Teoría y Aplicaciones (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15517/rmta.v29i2.47938

zbMATH Keywords

maximum likelihood estimationruin probabilitydelta methodclassical ruin model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05) Risk models (general) (91B05)

Cites Work

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• Risk theory
• Parametric inference for ruin probability in the classical risk model
• Harald Cramér 1893-1985
• Aspects of risk theory
• Theory of statistics
• Insurance Risk and Ruin
• Statistical Models
• Asymptotic Statistics
• Nonlife Actuarial Models

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