Estimation of the Lundberg coefficient for a Markov modulated risk model (Q4248560): Difference between revisions

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+Ruin probabilities expressed in terms of storage processes
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+Exponential inequalities for ruin probabilities in the Cox case
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+On the estimation of the adjustment coefficient in risk theory via intermediate order statistics
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+Almost sure convergence of the Hill estimator
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+Normal rank
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+Finite-time Lundberg inequalities in the Cox case
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+Normal rank
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+A bootstrap procedure for estimating the adjustment coefficients
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+Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
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+Q3868650
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+Normal rank
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+Empirical bounds for ruin probabilities
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+Normal rank
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+On asymptotic normality of Hill's estimator for the exponent of regular variation
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+On the estimation of the adjustment coefficient in risk theory by means of stochastic approximation procedures
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+A simple general approach to inference about the tail of a distribution
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+Lundberg inequalities for a Cox model with a piecewise constant intensity
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+Estimating tails of probability distributions
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