SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A bootstrap procedure for estimating the adjustment coefficient
4 references·1 citing·20 second hop
A bootstrap procedure for estimating the adjustment coefficient (1991)A bootstrap procedure for estimating the …Empirical Laplace transform and approximation of compound distributions (1990)Empirical Laplace transform a…Effective actuarial methods (1990)Effective actuarial methodsEstimators and Bootstrap Confidence Intervals for Ruin Probabilities (1989)Estimators and Bootstrap Conf…An introduction to mathematical risk theory (1979)An introduction to mathematic…Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process (2000)Limit theory for the sample a…ARCH modeling in finance (1992)Modelling of extremal events in insurance and finance (1994)Modelling Extremal Events (1997)Empirical properties of asset returns: stylized facts and statistical issues (2001)Inference in Arch and Garch Models with Heavy-Tailed Errors (2003)The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series (2016)Mathematical Methods in Risk Theory (1970)Nonparametric Estimation of Probability of Ruin (1986)Nonparametric Estimation of the Probability of Ruin (1986)Confidence bounds for the adjustment coefficient (1996)Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation (2014)Approximations for compound Poisson and Pólya processes (1985)Asymptotic Behaviour of Compound Distributions (1985)Nonparametric estimation of compound distributions with applications in insurance (1994)Estimation of the expected discounted penalty function for Lévy insurance risks (2011)072103 (E50, M20) Option pricing by Esscher transforms (1995)Premium Calculation by Transforming the Layer Premium Density (1996)On the Time Value of Ruin (1998)Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin (1995)The concept of comonotonicity in actuarial science and finance: theory (2002)
this work references cited by second hop

References

  • 1979An introduction to mathematical risk theory914 cited
  • 1990Effective actuarial methods192 cited
  • 1990Empirical Laplace transform and approximation of compound distributions43 cited
  • 1989Estimators and Bootstrap Confidence Intervals for Ruin Probabilities30 cited

Cited by

  • 2000Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process414 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work