Nonparametric Estimation of the Ruin Probability for Generalized Risk Processes (Q4442883): Difference between revisions

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Revision as of 15:51, 5 March 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

    Statements

    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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