Please use this identifier to cite or link to this item:
http://hdl.handle.net/1942/155
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Croux, K. | - |
dc.contributor.author | VERAVERBEKE, Noel | - |
dc.date.accessioned | 2004-08-27T12:15:15Z | - |
dc.date.available | 2004-08-27T12:15:15Z | - |
dc.date.issued | 1990 | - |
dc.identifier.citation | Insurance: Mathematics and Economics, 9(2-3), p. 127-130 | - |
dc.identifier.uri | http://hdl.handle.net/1942/155 | - |
dc.description.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. | - |
dc.language.iso | en | - |
dc.subject | Stochastic processes | - |
dc.subject | Mathematical Statistics | - |
dc.title | Nonparametric estimators for the probability of ruin | - |
dc.type | Journal Contribution | - |
dc.identifier.epage | 130 | - |
dc.identifier.issue | 2-3 | - |
dc.identifier.spage | 127 | - |
dc.identifier.volume | 9 | - |
dc.bibliographicCitation.oldjcat | - | |
dc.identifier.doi | 10.1016/0167-6687(90)90024-8 | - |
item.contributor | Croux, K. | - |
item.contributor | VERAVERBEKE, Noel | - |
item.accessRights | Closed Access | - |
item.fulltext | No Fulltext | - |
item.fullcitation | Croux, K. & VERAVERBEKE, Noel (1990) Nonparametric estimators for the probability of ruin. In: Insurance: Mathematics and Economics, 9(2-3), p. 127-130. | - |
Appears in Collections: | Research publications |
SCOPUSTM
Citations
25
checked on Sep 3, 2020
WEB OF SCIENCETM
Citations
25
checked on May 18, 2024
Page view(s)
52
checked on Nov 7, 2023
Google ScholarTM
Check
Altmetric
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.