Adjustment coefficient for risk processes in some dependent contexts (Q429976): Difference between revisions

@@ Property / author @@
-Hélène Cossette
@@ Property / author: Hélène Cossette / rank @@
-Normal rank
@@ Property / author @@
-Étienne Marceau
@@ Property / author: Étienne Marceau / rank @@
-Normal rank
@@ Property / author @@
+Hélène Cossette
@@ Property / author: Hélène Cossette / rank @@
+Normal rank
@@ Property / author @@
+Étienne Marceau
@@ Property / author: Étienne Marceau / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M09
@@ Property / Mathematics Subject Classification ID: 62M09 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 60G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6048532
@@ Property / zbMATH DE Number: 6048532 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+adjustment coefficient
@@ Property / zbMATH Keywords: adjustment coefficient / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk process
@@ Property / zbMATH Keywords: risk process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ruin theory
@@ Property / zbMATH Keywords: ruin theory / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+non parametric estimation
@@ Property / zbMATH Keywords: non parametric estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weak dependence
@@ Property / zbMATH Keywords: weak dependence / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2012167410
@@ Property / OpenAlex ID: W2012167410 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0182
@@ Property / arXiv ID: 0901.0182 / rank @@
+Normal rank
@@ Property / cites work @@
+Basic properties of strong mixing conditions. A survey and some open questions
+Normal rank
@@ Property / cites work @@
+Large deviations and strong mixing
@@ Property / cites work: Large deviations and strong mixing / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model
+Normal rank
@@ Property / cites work @@
+Compound binomial risk model in a Markovian environment
+Normal rank
@@ Property / cites work @@
+Discrete-Time Risk Models Based on Time Series for Count Random Variables
+Normal rank
@@ Property / cites work @@
+A new covariance inequality and applications.
@@ Property / cites work: A new covariance inequality and applications. / rank @@
+Normal rank
@@ Property / cites work @@
+Weak dependence. With examples and applications.
@@ Property / cites work: Weak dependence. With examples and applications. / rank @@
+Normal rank
@@ Property / cites work @@
+New dependence coefficients. Examples and applications to statistics
+Normal rank
@@ Property / cites work @@
+A new weak dependence condition and applications to moment inequalities
+Normal rank
@@ Property / cites work @@
+Exponential inequalities for VLMC empirical trees
@@ Property / cites work: Exponential inequalities for VLMC empirical trees / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin theory in the linear model
@@ Property / cites work: Ruin theory in the linear model / rank @@
+Normal rank
@@ Property / cites work @@
+Q5732774
@@ Property / cites work: Q5732774 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations of uniformly recurrent Markov additive processes
+Normal rank
@@ Property / cites work @@
+A note on the adjustment coefficient in ruin theory
+Normal rank
@@ Property / cites work @@
+Exponential inequalities and estimation of conditional probabilities
+Normal rank
@@ Property / cites work @@
+EXPONENTIAL INEQUALITIES AND FUNCTIONAL ESTIMATIONS FOR WEAK DEPENDENT DATA: APPLICATIONS TO DYNAMICAL SYSTEMS
+Normal rank
@@ Property / cites work @@
+Asymptotic ruin probabilities for risk processes with dependent increments.
+Normal rank
@@ Property / cites work @@
+Rough descriptions of ruin for a general class of surplus processes
+Normal rank
@@ Property / cites work @@
+Large deviations for the time of ruin
@@ Property / cites work: Large deviations for the time of ruin / rank @@
+Normal rank
@@ Property / cites work @@
+Confidence bounds for the adjustment coefficient
@@ Property / cites work: Confidence bounds for the adjustment coefficient / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:429976