Semiparametric Estimation for Non-Ruin Probabilities (Q5467670): Difference between revisions

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Latest revision as of 19:10, 19 March 2024

scientific article; zbMATH DE number 5026195
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Semiparametric Estimation for Non-Ruin Probabilities
scientific article; zbMATH DE number 5026195

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    Semiparametric Estimation for Non-Ruin Probabilities (English)
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    24 May 2006
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    classical risk model
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    probability of non-ruin
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    adjustment coefficient
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    functional central limit theorems
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    infinite dimensional delta method
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    bootstrap
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