Semi-parametric approach for approximating the ruin probability of classical risk models with large claims

DOI10.1080/03610918.2021.1992636OpenAlexW3209799341MaRDI QIDQ6141738

Unnamed Author, Aïcha Bareche

Publication date: 23 January 2024

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1992636

zbMATH Keywords

kernel estimationruin probabilitystrong stabilityrisk modelbeta kernelChampernowne generalized distribution

Mathematics Subject Classification ID

Density estimation (62G07) Statistical methods; risk measures (91G70) Statistics of extreme values; tail inference (62G32) Stability theory of functional-differential equations (34K20)

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