Pages that link to "Item:Q808605"
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The following pages link to On the estimation of the adjustment coefficient in risk theory via intermediate order statistics (Q808605):
Displaying 14 items.
- Monitoring risk in a ruin model perturbed by diffusion (Q745469) (← links)
- Empirical likelihood method for intermediate quantiles (Q973189) (← links)
- Edgeworth expansion for an estimator of the adjustment coefficient (Q974801) (← links)
- Jackknife method for intermediate quantiles (Q1015887) (← links)
- A bootstrap procedure for estimating the adjustment coefficients (Q1182781) (← links)
- Limiting behaviour of a geometric-type estimator for tail indices. (Q1423351) (← links)
- Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model (Q1904996) (← links)
- Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
- On the deficit distribution when ruin occurs -- discrete time model (Q2483944) (← links)
- Weak convergence of a bootstrap geometric-type estimator with applications to risk theory (Q2499834) (← links)
- Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (Q2866297) (← links)
- On Some alternative estimates of the adjustment coefficient in risk theory (Q3990299) (← links)
- Estimation of the Lundberg coefficient for a Markov modulated risk model (Q4248560) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
