scientific article; zbMATH DE number 4143312

zbMATH Open0697.62099MaRDI QIDQ3474015FDOQ3474015

Authors: Christian Hipp 

Publication date: 1989

Title of this publication is not available (Why is that?)

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• On a nonparametric estimator for ruin probability in the classical risk model

zbMATH Keywords

asymptotic normalityconsistencyefficiencyrestricted estimationclassical risk processinfinite time ruin probabilityclaim amount distribution

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (18)

• Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique
• Title not available (Why is that?)
• Bayesian estimation of finite time ruin probabilities
• A Functional Approach for Ruin Probabilities
• Title not available (Why is that?)
• Smoothed Monte Carlo estimators for the time-in-the-red in risk processes
• Power estimates for ruin probabilities
• Maximum likelihood estimation of ruin probability in the classical risk model with exponential claims
• On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms
• The estimation of phase-type related functionals using Markov chain Monte Carlo methods
• A bootstrap procedure for estimating the adjustment coefficients
• POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk
• Nonparametric estimators for the probability of ruin
• On semiparametric estimation of ruin probabilities in the classical risk model
• The delta-method for actuarial statistics
• Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
• Title not available (Why is that?)
• Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes

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