A bootstrap procedure for estimating the adjustment coefficients (Q1182781)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bootstrap procedure for estimating the adjustment coefficients |
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A bootstrap procedure for estimating the adjustment coefficients (English)
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28 June 1992
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The present paper is addressed to the problem of estimating the adjustment (of Lundberg) coefficient in ruin theory. To this end, the authors develop a bootstrap procedure and show that the bootstrap estimator is consistent. Finally, some practical aspects are discussed.
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adjustment coefficient
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insurance risk
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strong consistency
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ruin theory
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bootstrap estimator
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