Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (Q659157)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes |
scientific article |
Statements
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (English)
0 references
10 February 2012
0 references
finite-time ruin probability
0 references
robustness
0 references
Solvency II
0 references
reliable ruin probability
0 references
asymptotic normality
0 references
influence function
0 references
estimation risk solvency margin (ERSM)
0 references
partly shifted risk process
0 references
0 references
0 references
