Nonparametric estimation of compound distributions with applications in insurance
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Croux, Kristof & Veraverbeke, Noel, 1990. "Nonparametric estimators for the probability of ruin," Insurance: Mathematics and Economics, Elsevier, vol. 9(2-3), pages 127-130, September.
- Hipp, Christian, 1989. "Estimators and Bootstrap Confidence Intervals for Ruin Probabilities," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 19(01), pages 57-70, April.
- Embrechts, Paul & Maejima, Makoto & Teugels, Jozef L., 1985. "Asymptotic Behaviour of Compound Distributions," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 15(01), pages 45-48, April.
- Frees, Edward W., 1986. "Nonparametric Estimation of the Probability of Ruin," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 16(S1), pages 81-90, April.
- Embrechts, P. & Veraverbeke, N., 1982. "Estimates for the probability of ruin with special emphasis on the possibility of large claims," Insurance: Mathematics and Economics, Elsevier, vol. 1(1), pages 55-72, January.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:eee:insuma:v:74:y:2017:i:c:p:99-108 is not listed on IDEAS
- N. Bingham & Susan Pitts, 1999. "Non-parametric Estimation for the M/G/∞ Queue," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(1), pages 71-97, March.
- Grübel, Rudolf & Pitts, Susan M., 2000. "Statistical Aspects of Perpetuities," Journal of Multivariate Analysis, Elsevier, vol. 75(1), pages 143-162, October.
- Zhang, Zhimin & Yang, Hailiang, 2013. "Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 24-35.
- Zhang, Zhimin & Yang, Hailiang, 2014. "Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 168-177.
- Lauer Alexandra & Zähle Henryk, 2016. "Nonparametric estimation of risk measures of collective risks," Statistics & Risk Modeling, De Gruyter, vol. 32(2), pages 89-102, March.
More about this item
KeywordsCompound distributions; nonparametric estimation; aggregate claims; probability of ruin;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:46:y:1994:i:3:p:537-555. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.