On the estimation of the adjustment coefficient in risk theory by means of stochastic approximation procedures
type: Item
instance of: scholarly article
title: On the estimation of the adjustment coefficient in risk theory by means of stochastic approximation procedures
zbMATH Open document ID: 0614.62133
DOI: 10.1016/0167-6687(86)90026-0
author: Ulrich Herkenrath
published in: Insurance Mathematics \& Economics
publication date: 1986-01-01T00:00:00Z
review text: On the Oberwolfach-conference on risk theory in September, 1984, Professor Bühlmann proposed to develop the statistics for risk theory. The aim of this paper is to deliver a contribution to this project. It shows how stochastic approximation methods may be used to estimate the so-called adjustment coefficient in risk theory.
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62L20
zbMATH DE Number: 3994851
zbMATH Keywords: adjustment coefficient
zbMATH Keywords: risk theory
MaRDI profile type: Publication
full work available at URL: 0167-6687(86)90026-0
OpenAlex ID: W2015211578
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description: scientific article; zbMATH DE number 3994851