Nonparametric statistical analysis of an upper bound of the ruin probability under large claims (Q650744)
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scientific article; zbMATH DE number 5981307
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| English | Nonparametric statistical analysis of an upper bound of the ruin probability under large claims |
scientific article; zbMATH DE number 5981307 |
Statements
Nonparametric statistical analysis of an upper bound of the ruin probability under large claims (English)
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27 November 2011
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Poisson risk model
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probability of ruin
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nonparametric estimation
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asymptotics
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heavy-tailed distribution
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0.8691676259040833
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0.8677027225494385
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0.8612622618675232
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0.8547358512878418
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0.8504926562309265
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