Add to ORKGAbstract The ruin probability of an insurance company is a central topic in risk theory. In this paper, the classical Poisson risk model is considered and a nonparametric estimator of the ruin probability is provided. Strong consistency and asymptotic normality of the estimator are estabilished. Bootstrap confidence bands are also studied. Further, a simulation example is presented in order to investigate the finite sample properties of the proposed estimator. Key words Poisson risk model, ruin probability, nonparametric estimation, asymptotics. 1. Introduction an
In contrast with the classical Cramer-Lundberg model where the premium process is a linear function ...
This paper investigates the probability of ruin within a finite period of time in the context of an ...
Abstract. This paper considers the ruin probability under a threshold insurance risk model. We assum...
International audienceIn this paper, the classical Poisson risk model is considered. The claims are ...
In this paper, the classical Poisson risk model is considered. The claims are supposed to be modeled...
Much research in ruin theory in insurance mathematics focuses on the behaviour of various quantities...
The finite and infinite horizon time probability of ruin are important parameters in the study of ac...
AbstractWe consider the classical model for an insurance business where the claims occur according t...
In this article we propose a bootstrap test for the probability of ruin in the compound Poisson risk...
We consider the classical model for an insurance business where the claims occur according to a Pois...
The computation of ruin probabilities constitutes a central topic in risk theory. Even though the st...
Models for the risk business of an insurance company are often constructed by weighting pure Poisson...
Risk theory has been a very active research area over the last decades. The main objectives of the t...
In the actuarial science literature, an insurance company is said to be ruined if, at some time t \u...
In an insurance company, the risk process estimation and the estimation of the ruin probability are ...
In contrast with the classical Cramer-Lundberg model where the premium process is a linear function ...
This paper investigates the probability of ruin within a finite period of time in the context of an ...
Abstract. This paper considers the ruin probability under a threshold insurance risk model. We assum...
International audienceIn this paper, the classical Poisson risk model is considered. The claims are ...
In this paper, the classical Poisson risk model is considered. The claims are supposed to be modeled...
Much research in ruin theory in insurance mathematics focuses on the behaviour of various quantities...
The finite and infinite horizon time probability of ruin are important parameters in the study of ac...
AbstractWe consider the classical model for an insurance business where the claims occur according t...
In this article we propose a bootstrap test for the probability of ruin in the compound Poisson risk...
We consider the classical model for an insurance business where the claims occur according to a Pois...
The computation of ruin probabilities constitutes a central topic in risk theory. Even though the st...
Models for the risk business of an insurance company are often constructed by weighting pure Poisson...
Risk theory has been a very active research area over the last decades. The main objectives of the t...
In the actuarial science literature, an insurance company is said to be ruined if, at some time t \u...
In an insurance company, the risk process estimation and the estimation of the ruin probability are ...
In contrast with the classical Cramer-Lundberg model where the premium process is a linear function ...
This paper investigates the probability of ruin within a finite period of time in the context of an ...
Abstract. This paper considers the ruin probability under a threshold insurance risk model. We assum...