Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/155
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dc.contributor.authorCroux, K.-
dc.contributor.authorVERAVERBEKE, Noel-
dc.date.accessioned2004-08-27T12:15:15Z-
dc.date.available2004-08-27T12:15:15Z-
dc.date.issued1990-
dc.identifier.citationInsurance: Mathematics and Economics, 9(2-3), p. 127-130-
dc.identifier.urihttp://hdl.handle.net/1942/155-
dc.description.abstractIn 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.isoen-
dc.subjectStochastic processes-
dc.subjectMathematical Statistics-
dc.titleNonparametric estimators for the probability of ruin-
dc.typeJournal Contribution-
dc.identifier.epage130-
dc.identifier.issue2-3-
dc.identifier.spage127-
dc.identifier.volume9-
dc.bibliographicCitation.oldjcat-
dc.identifier.doi10.1016/0167-6687(90)90024-8-
item.fulltextNo Fulltext-
item.fullcitationCroux, K. & VERAVERBEKE, Noel (1990) Nonparametric estimators for the probability of ruin. In: Insurance: Mathematics and Economics, 9(2-3), p. 127-130.-
item.accessRightsClosed Access-
item.contributorCroux, K.-
item.contributorVERAVERBEKE, Noel-
Appears in Collections:Research publications
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