Nonparametric estimators for the probability of ruin

Please use this identifier to cite or link to this item: 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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