Confidence bounds for the adjustment coefficient (Q4715307): Difference between revisions

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Latest revision as of 00:56, 20 March 2024

scientific article; zbMATH DE number 944274
Language Label Description Also known as
English
Confidence bounds for the adjustment coefficient
scientific article; zbMATH DE number 944274

    Statements

    Confidence bounds for the adjustment coefficient (English)
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    9 December 1996
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    random walk
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    bias correction
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    probability of eventual ruin
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    Sparre Andersen model
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    risk theory
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    adjustment coefficient
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    confidence bounds
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    jackknife estimation of asymptotic variances
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    bootstrap
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    interval estimates
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    coverage probabilities
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    simulation study
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