On a nonparametric estimator for ruin probability 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/10.1080/03461238.2012.691427
Reference19 articles.
1. On ruin probability and aggregate claim representations for Pareto claim size distributions
2. Nonparametric estimators for the probability of ruin
3. Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor W. S. Jewell on the occasion of his 60th birthday
4. Nonparametric Estimation of Probability of Ruin
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