Parametric inference for ruin probability in the classical risk model-Reference-Cited by-同舟云学术

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Parametric inference for ruin probability in the classical risk model

Published:2018-02 Issue: Volume:133 Page:28-37
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Oshime Takayoshi,Shimizu Yasutaka

Funder

JSPS KAKENHI

JST CREST

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference12 articles.

1. Ruin Probabilities;Asmussen,2010

2. Nonparametric estimation of the ruin probability for generalized risk processes;Bening;Theory Probab. Appl.,2002

3. Nonparametric estimators for the probability of ruin;Croux;Insurance Math. Econom.,1990

4. Nonparametric estimation of the probability of ruin;Frees;ASTIN Bull.,1986

5. Approximated FramstäLlning Av Sannolikehetsfunktionen, Aterförsäkering Av Kollektivrisker;Lundberg,1903

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