On a kind of integrals of empirical processes concerning insurance risk

zbMath1217.91086MaRDI QIDQ551773

Jing-Ping Yang, Xiao Qian Wang, Shi Hong Cheng

Publication date: 21 July 2011

Published in: Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

empirical processinsurance premiumright tail deviationSkorokhod construction

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

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Conditional recursive equations on excess-of-loss reinsurance

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