Parametric inference for ruin probability in the classical risk model
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Publication:680468
DOI10.1016/j.spl.2017.09.020zbMath1380.62245OpenAlexW2766602100MaRDI QIDQ680468
Yasutaka Shimizu, Takayoshi Oshime
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
Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05)
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