Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model
DOI10.1016/J.INSMATHECO.2017.02.007zbMATH Open1394.62150OpenAlexW2593016693MaRDI QIDQ2397855FDOQ2397855
Authors: A. Touazi, Z. Benouaret, Smail Adjabi, D. Aïssani 
Publication date: 24 May 2017
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.02.007
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Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cited In (4)
- Semi-parametric approach for approximating the ruin probability of classical risk models with large claims
- Sensitivity of the stability bound for ruin probabilities to claim distributions
- Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes
- Strong stability in a two-dimensional classical risk model with independent claims
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