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http://hdl.handle.net/1942/155| Title: | Nonparametric estimators for the probability of ruin | Authors: | Croux, K. VERAVERBEKE, Noel |
Issue Date: | 1990 | Source: | Insurance: Mathematics and Economics, 9(2-3), p. 127-130 | Abstract: | In this note we show how the general theory for linear combinations of U-statistics with varying kernel can be applied to discuss estimators for the infinite horizon time probability of ruin in the Poisson risk model. | Document URI: | http://hdl.handle.net/1942/155 | DOI: | 10.1016/0167-6687(90)90024-8 | Type: | Journal Contribution |
| Appears in Collections: | Research publications |
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