Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
Stéphane Loisel, Christian Mazza, Didier Rullière
| Year of publication: |
2009
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|---|---|
| Authors: | Loisel, Stéphane ; Mazza, Christian ; Rullière, Didier |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 45.2009, 3, p. 374-381
|
| Subject: | Risiko | Risk | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009517556