Parametric inference for ruin probability in the classical risk model
DOI10.1016/J.SPL.2017.09.020zbMATH Open1380.62245OpenAlexW2766602100MaRDI QIDQ680468FDOQ680468
Authors: Takayoshi Oshime, Yasutaka Shimizu 
Publication date: 23 January 2018
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2017.09.020
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Cites Work
- Asymptotic Statistics
- Ruin probabilities
- Non-parametric estimation of the Gerber-Shiu function for the Wiener-Poisson risk model
- Nonparametric estimators for the probability of ruin
- Nonparametric estimation of ruin probabilities given a random sample of claims
- Nonparametric Estimation of the Ruin Probability for Generalized Risk Processes
- Estimation of the expected discounted penalty function for Lévy insurance risks
- A new aspect of a risk process and its statistical inference
- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
- Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model
Cited In (4)
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