Reduced-bias estimator of the ruin probability in infinite time for heavy-tailed distributions with index in the upper half of the unit interval

DOI10.1007/s42081-024-00259-wMaRDI QIDQ6670087

Tchilabalo Abozou Kpanzou, Unnamed Author, Yousri Slaoui, El Hadji Dème

Publication date: 22 January 2025

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

zbMATH Keywords

estimationruin probabilityheavy-tailedrisksbias-reduction

Mathematics Subject Classification ID

Statistics (62-XX)

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