On semiparametric estimation of ruin probabilities in the classical risk model
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Cites work
- scientific article; zbMATH DE number 4143312 (Why is no real title available?)
- scientific article; zbMATH DE number 4128239 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 3333061 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- A discussion of parameter and model uncertainty in insurance
- Approximation Theorems of Mathematical Statistics
- Aspects of risk theory
- Asymptotics of the sample renewal function
- BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION
- Convergence of stochastic processes
- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- Nonparametric estimation in renewal theory. I: The empirical renewal function
- Nonparametric estimation of compound distributions with applications in insurance
- Nonparametric estimators for the probability of ruin
- Nonparametric renewal function estimation
- Nonparametric statistical analysis of an upper bound of the ruin probability under large claims
- Stochastic models as functionals: some remarks on the renewal case
- The estimation of phase-type related functionals using Markov chain Monte Carlo methods
Cited in
(28)- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
- Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model
- Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion
- Nonparametric estimation of ruin probability by a new method in the perturbed compound Poisson model
- Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion
- Nonparametric estimation of the finite time ruin probability in the classical risk model
- Estimating the time value of ruin in a Lévy risk model under low-frequency observation
- Functional sensitivity analysis of ruin probability in the classical risk models
- Nonparametric estimation of the expected discounted penalty function in the compound Poisson model
- Semiparametric Estimation for Non-Ruin Probabilities
- Statistical estimation for some dividend problems under the compound Poisson risk model
- Nonparametric estimation of ruin probability by complex Fourier series expansion in the compound Poisson model
- A Fourier-cosine method for finite-time ruin probabilities
- A semiparametric technique to estimate survival probabilities
- Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model
- Maximum likelihood estimation of ruin probability in the classical risk model with exponential claims
- Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation
- A bootstrap test for the probability of ruin in the compound Poisson risk process
- Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion
- On a nonparametric estimator for ruin probability in the classical risk model
- POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income
- Estimating the Gerber–Shiu function by Fourier–Sinc series expansion
- A new efficient method for estimating the Gerber-Shiu function in the classical risk model
- Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion
- Interval estimation of the ruin probability in the classical compound Poisson risk model
- Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
- Parametric inference for ruin probability in the classical risk model
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