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Latest revision as of 09:13, 30 July 2024

scientific article; zbMATH DE number 2030756
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English
Nonparametric Estimation of the Ruin Probability for Generalized Risk Processes
scientific article; zbMATH DE number 2030756

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    Nonparametric Estimation of the Ruin Probability for Generalized Risk Processes (English)
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    21 January 2004
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    risk process
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    generalized risk process
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    ruin probability
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    random sequences with random indices
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    unbiasedness
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    consistency
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    confidence intervals
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