scientific article; zbMATH DE number 503320

MaRDI QIDQ4279653zbMATH OpenFDO

Authors Wolf-Dieter Richter, S. Taube, J. G. Steinebach

Publication date 4 May 1995

zbMATH Keywords

adjustment coefficient in risk theoryasymptotic normalityconsistencyestimation of exponential tail coefficientsfinite sample behaviourHill-type estimatessimulation results

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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