Confidence bounds for the adjustment coefficient (Q4715307)
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scientific article; zbMATH DE number 944274
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Confidence bounds for the adjustment coefficient |
scientific article; zbMATH DE number 944274 |
Statements
Confidence bounds for the adjustment coefficient (English)
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9 December 1996
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random walk
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bias correction
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probability of eventual ruin
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Sparre Andersen model
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risk theory
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adjustment coefficient
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confidence bounds
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jackknife estimation of asymptotic variances
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bootstrap
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interval estimates
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coverage probabilities
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simulation study
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0.8231297731399536
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0.8218380212783813
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0.8123159408569336
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0.7863866090774536
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0.7807462215423584
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