On semiparametric estimation of ruin probabilities in the classical risk model
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Publication:4576853
DOI10.1080/03461238.2012.690247zbMath1401.62212MaRDI QIDQ4576853
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2012.690247
62F12: Asymptotic properties of parametric estimators
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F40: Bootstrap, jackknife and other resampling methods
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