Nonparametric statistical analysis of an upper bound of the ruin probability under large claims
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Publication:650744
DOI10.1007/s10687-009-0094-6zbMath1226.91023MaRDI QIDQ650744
Esterina Masiello, Pier Luigi Conti
Publication date: 27 November 2011
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-009-0094-6
asymptotics; heavy-tailed distribution; nonparametric estimation; probability of ruin; Poisson risk model
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62G32: Statistics of extreme values; tail inference
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Cites Work
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