On robustness in risk theory (Q5956044)

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scientific article; zbMATH DE number 1708392
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On robustness in risk theory
scientific article; zbMATH DE number 1708392

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    On robustness in risk theory (English)
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    13 January 2003
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    robustness
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    influence function
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    maximum likelihood estimator
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    minimum Cramer-von Mises estimator
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    individual risk model
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    collective risk model
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    stop-loss premium
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    ruin probability
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    plug-in estimators
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