Estimation of a regression function on a point process and its application to financial ruin risk forecast (Q3000758)
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scientific article; zbMATH DE number 5901186
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| English | Estimation of a regression function on a point process and its application to financial ruin risk forecast |
scientific article; zbMATH DE number 5901186 |
Statements
30 May 2011
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regressogram
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superposition
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claim amount
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aggregate claim amount
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mean inter-arrival claim intensity
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mean intensity
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ruin time
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0.7740098237991333
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0.7440581321716309
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0.7414469718933105
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0.7373507022857666
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