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On robustness in risk theory

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  • Marceau, Etienne
  • Rioux, Jacques

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Suggested Citation

  • Marceau, Etienne & Rioux, Jacques, 2001. "On robustness in risk theory," Insurance: Mathematics and Economics, Elsevier, vol. 29(2), pages 167-185, October.
    • Handle: RePEc:eee:insuma:v:29:y:2001:i:2:p:167-185
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    References listed on IDEAS

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    1. repec:cup:astinb:v:19:y:1989:i:01:p:71-90_00 is not listed on IDEAS
    2. repec:cup:astinb:v:21:y:1991:i:02:p:199-221_00 is not listed on IDEAS
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    Cited by:

    1. Loisel, Stéphane & Mazza, Christian & Rullière, Didier, 2008. "Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 746-762, April.
    2. Loisel, Stéphane & Mazza, Christian & Rullière, Didier, 2009. "Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 374-381, December.
    3. Touazi, A. & Benouaret, Z. & Aissani, D. & Adjabi, S., 2017. "Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model," Insurance: Mathematics and Economics, Elsevier, vol. 74(C), pages 78-83.
    4. Brazauskas, Vytaras, 2003. "Influence functions of empirical nonparametric estimators of net reinsurance premiums," Insurance: Mathematics and Economics, Elsevier, vol. 32(1), pages 115-133, February.

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