Semiparametric Estimation for Non-Ruin Probabilities
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Publication:5467670
DOI10.1080/03461230308487zbMath1092.91054MaRDI QIDQ5467670
Publication date: 24 May 2006
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230308487
bootstrap; functional central limit theorems; adjustment coefficient; classical risk model; probability of non-ruin; infinite dimensional delta method
62G20: Asymptotic properties of nonparametric inference
62P05: Applications of statistics to actuarial sciences and financial mathematics
62G05: Nonparametric estimation
62G09: Nonparametric statistical resampling methods
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