Pages that link to "Item:Q4715307"
From MaRDI portal
The following pages link to Confidence bounds for the adjustment coefficient (Q4715307):
Displayed 13 items.
- Adjustment coefficient for risk processes in some dependent contexts (Q429976) (← links)
- Nonparametric statistical analysis of an upper bound of the ruin probability under large claims (Q650744) (← links)
- Monitoring risk in a ruin model perturbed by diffusion (Q745469) (← links)
- Edgeworth expansion for an estimator of the adjustment coefficient (Q974801) (← links)
- Limiting behaviour of a geometric-type estimator for tail indices. (Q1423351) (← links)
- Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations. (Q1848771) (← links)
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
- Interval estimation of the ruin probability in the classical compound Poisson risk model (Q2291329) (← links)
- A nonparametric sequential test with power 1 for the ruin probability in some risk models (Q2483873) (← links)
- Weak convergence of a bootstrap geometric-type estimator with applications to risk theory (Q2499834) (← links)
- A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process (Q3569713) (← links)
- ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE (Q4561969) (← links)
- A Functional Approach for Ruin Probabilities (Q5446505) (← links)