The delta-method for actuarial statistics

DOI10.1080/03461238.1996.10413965MaRDI QIDQ4881689zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

asymptotic normalitynonparametric estimationcentral limit theoremempirical distributionempirical processesHadamard differentiabilitydelta-method

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4143312 (Why is no real title available?)
• scientific article; zbMATH DE number 3553458 (Why is no real title available?)
• Asymptotic expansions in the central limit theorem under moment conditions
• Empirical Laplace transform and approximation of compound distributions
• Empirical bounds for ruin probabilities
• Nonparametric estimation of actuarial values
• On the Construction of Almost Uniformly Convergent Random Variables with Given Weakly Convergent Image Laws

Cited in

(4)

• 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
• Nonparametric estimation of actuarial values
• Influence functions of empirical nonparametric estimators of net reinsurance premiums

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