The delta-method for actuarial statistics
DOI10.1080/03461238.1996.10413965zbMATH Open0848.62055OpenAlexW1979251647MaRDI QIDQ4881689FDOQ4881689
Authors: Christian Hipp 
Publication date: 28 October 1996
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1996.10413965
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asymptotic normalitynonparametric estimationcentral limit theoremempirical distributionempirical processesHadamard differentiabilitydelta-method
Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
- Empirical Laplace transform and approximation of compound distributions
- Empirical bounds for ruin probabilities
- Asymptotic expansions in the central limit theorem under moment conditions
- Title not available (Why is that?)
- On the Construction of Almost Uniformly Convergent Random Variables with Given Weakly Convergent Image Laws
- Title not available (Why is that?)
- Nonparametric estimation of actuarial values
Cited In (4)
- Nonparametric estimation of actuarial values
- Influence functions of empirical nonparametric estimators of net reinsurance premiums
- Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model
- A modified functional delta method and its application to the estimation of risk functionals
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