Nonparametric estimation of compound distributions with applications in insurance
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Volume (Year): 46 (1994)
Issue (Month): 3 (September)
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References listed on IDEAS
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- 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.
- 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.
- 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.
- 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.
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