Nonparametric Estimation of the Ruin Probability for Generalized Risk Processes
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/S0040585X9797941X
Reference7 articles.
1. Some Aspects of Insurance Mathematics
2. On Convergence of Distributions of Compound Cox Processes to Stable Laws
3. Nonparametric estimators for the probability of ruin
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