On the estimation of the adjustment coefficient in risk theory via intermediate order statistics

Author:

Csörgő Miklós,Steinebach Josef

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference18 articles.

1. Limes superior Sätze für die Wartemodelle;Bártfai;Studia Sci. Math. Hungar.,1970

2. The Single Server Queue;Cohen,1982

3. Limiting multivariate distributions of intermediate order statistics;Cooil;Ann. Probab.,1985

4. Approximation of intermediate quantile processes;Csörgő;J. Multivariate Anal.,1987

5. Empirical Laplace transforms and approximation of compound distributions;Csörgő;J. Appl. Prob.,1990

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