Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model
A. Touazi, Z. Benouaret, D. Aissani, S. Adjabi
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Touazi, Atik ; Benouaret, Z. ; Aissani, Djamil ; Adjabi, S. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 74.2017, p. 78-83
|
| Subject: | Risk model | Ruin probability | Strong stability | Stability bound | Kernel density | Risikomodell | Schätztheorie | Estimation theory | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Nichtparametrisches Verfahren | Nonparametric statistics | Nichtparametrische Schätzung | Nonparametric estimation | Core |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.02.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712401