scientific article; zbMATH DE number 3757571

MaRDI QIDQ3940706zbMATH OpenFDO

Authors H. U. Gerber

Publication date 1981

Mathematics Subject Classification ID

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

Cited in

(5)

• Exponential smoothing and credibility theory
• Asymptotic ruin probabilities for risk processes with dependent increments.
• Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model
• Impact of underwriting cycles on the solvency of an insurance company
• Large deviations for Bayesian estimators in first-order autoregressive processes

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