Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin (Q998292)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin |
scientific article |
Statements
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin (English)
0 references
28 January 2009
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
0 references
0 references
