On semiparametric estimation of ruin probabilities in the classical risk model
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461238.2012.690247
Reference26 articles.
1. BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY-TAILED INSURANCE CLAIM-SIZE DISTRIBUTION
2. The estimation of phase-type related functionals using Markov chain Monte Carlo methods
3. A discussion of parameter and model uncertainty in insurance
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