Calculation of confidence intervals for ruin probability in a generalized risk process

MaRDI QIDQ1860522zbMATH OpenFDO

Authors V. Yu. Korolev, Vladimir E. Bening, Andrey A. Kudryavtsev

Publication date 24 February 2003

Published in Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

confidence intervalcomplexityruin probabilityestimations

Mathematics Subject Classification ID

Recommendations

• Nonparametric Estimation of the Ruin Probability for Generalized Risk Processes
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• Nonparametric estimators for the probability of ruin
• scientific article; zbMATH DE number 1738345

Cited in

(1)

• Simultaneous confidence regions for the parameters of damage processes

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