Nonparametric estimation of compound distributions with applications in insurance (Q1804822)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 756044
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonparametric estimation of compound distributions with applications in insurance |
scientific article; zbMATH DE number 756044 |
Statements
Nonparametric estimation of compound distributions with applications in insurance (English)
0 references
17 May 1995
0 references
strong consistency
0 references
compound distributions
0 references
bootstrap confidence bands
0 references
random sum of independent identically distributed random variables
0 references
empirical distribution
0 references
asymptotic normality
0 references
aggregate claims distribution function
0 references
probability of ruin
0 references
Poisson risk model
0 references
0.8268947005271912
0 references
0.8229755759239197
0 references
0.8165518641471863
0 references
0.807895302772522
0 references
0.8058363199234009
0 references
