scientific article; zbMATH DE number 4143312
From MaRDI portal
Publication:3474015
Recommendations
- Nonparametric estimators for the probability of ruin
- Maximum likelihood estimation of ruin probability in the classical risk model with exponential claims
- Nonparametric Estimation of the Ruin Probability for Generalized Risk Processes
- Parametric inference for ruin probability in the classical risk model
- On a nonparametric estimator for ruin probability in the classical risk model
Cited in
(18)- Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique
- scientific article; zbMATH DE number 13593 (Why is no real title available?)
- Bayesian estimation of finite time ruin probabilities
- scientific article; zbMATH DE number 1865409 (Why is no real title available?)
- A Functional Approach for Ruin Probabilities
- Smoothed Monte Carlo estimators for the time-in-the-red in risk processes
- Power estimates for ruin probabilities
- On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms
- Maximum likelihood estimation of ruin probability in the classical risk model with exponential claims
- The estimation of phase-type related functionals using Markov chain Monte Carlo methods
- A bootstrap procedure for estimating the adjustment coefficients
- Nonparametric estimators for the probability of ruin
- POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk
- On semiparametric estimation of ruin probabilities in the classical risk model
- Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
- The delta-method for actuarial statistics
- scientific article; zbMATH DE number 1093217 (Why is no real title available?)
- Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3474015)