Nonparametric estimation of compound distributions with applications in insurance
type: Item
instance of: scholarly article
title: Nonparametric estimation of compound distributions with applications in insurance
zbMATH Open document ID: 0817.62024
published in: Annals of the Institute of Statistical Mathematics
publication date: 1995-05-17T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 756044
zbMATH Keywords: strong consistency
zbMATH Keywords: compound distributions
zbMATH Keywords: bootstrap confidence bands
zbMATH Keywords: random sum of independent identically distributed random variables
zbMATH Keywords: empirical distribution
zbMATH Keywords: asymptotic normality
zbMATH Keywords: aggregate claims distribution function
zbMATH Keywords: probability of ruin
zbMATH Keywords: Poisson risk model
author: Susan M. Pitts
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 756044