Estimation of the Lundberg coefficient for a Markov modulated risk model (Q4248560)
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scientific article; zbMATH DE number 1299995
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| English | Estimation of the Lundberg coefficient for a Markov modulated risk model |
scientific article; zbMATH DE number 1299995 |
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Estimation of the Lundberg coefficient for a Markov modulated risk model (English)
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28 November 1999
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Cox model
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adjustment coefficient
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Hill's estimator
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tail probabilities
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ruin probability
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Lundberg exponent
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0.8248755931854248
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0.7892836928367615
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0.7861707210540771
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