Parametric inference for ruin probability in the classical risk model (Q680468)
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scientific article; zbMATH DE number 6828737
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| English | Parametric inference for ruin probability in the classical risk model |
scientific article; zbMATH DE number 6828737 |
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Parametric inference for ruin probability in the classical risk model (English)
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23 January 2018
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ruin probability
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small claims
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Cramér approximation
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delta method
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asymptotic confidence interval
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0.8607100248336792
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0.8529453873634338
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0.8484869003295898
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0.843734085559845
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0.8432177305221558
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