On the estimation of the adjustment coefficient in risk theory by means of stochastic approximation procedures (Q1819878): Difference between revisions

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.