Pages that link to "Item:Q4715307"

The following pages link to Confidence bounds for the adjustment coefficient (Q4715307):

Displaying 13 items.

• Adjustment coefficient for risk processes in some dependent contexts (Q429976) (← links)
• Nonparametric statistical analysis of an upper bound of the ruin probability under large claims (Q650744) (← links)
• Monitoring risk in a ruin model perturbed by diffusion (Q745469) (← links)
• Edgeworth expansion for an estimator of the adjustment coefficient (Q974801) (← links)
• Limiting behaviour of a geometric-type estimator for tail indices. (Q1423351) (← links)
• Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations. (Q1848771) (← links)
• Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
• Interval estimation of the ruin probability in the classical compound Poisson risk model (Q2291329) (← links)
• A nonparametric sequential test with power 1 for the ruin probability in some risk models (Q2483873) (← links)
• Weak convergence of a bootstrap geometric-type estimator with applications to risk theory (Q2499834) (← links)
• A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process (Q3569713) (← links)
• ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE (Q4561969) (← links)
• A Functional Approach for Ruin Probabilities (Q5446505) (← links)