Nonparametric statistical analysis of an upper bound of the ruin probability under large claims (Q650744)

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Nonparametric statistical analysis of an upper bound of the ruin probability under large claims
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    Nonparametric statistical analysis of an upper bound of the ruin probability under large claims (English)
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    27 November 2011
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    Poisson risk model
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    probability of ruin
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    nonparametric estimation
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    asymptotics
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    heavy-tailed distribution
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