A bootstrap test for the probability of ruin in the compound Poisson risk process (Q3569713)
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scientific article; zbMATH DE number 5723977
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| English | A bootstrap test for the probability of ruin in the compound Poisson risk process |
scientific article; zbMATH DE number 5723977 |
Statements
A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process (English)
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21 June 2010
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Edgeworth expansion
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exponential claim amounts
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log-normal claim amounts
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normal approximation
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P-value
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pivotal quantity
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resampling
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second-order quantity
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0.8132894039154053
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0.7994177937507629
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0.7960366606712341
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0.7927486896514893
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0.7916402816772461
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