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On the estimation of the adjustment coefficient in risk theory via intermediate order statistics

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  • Csorgo, Miklos
  • Steinebach, Josef

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  • Csorgo, Miklos & Steinebach, Josef, 1991. "On the estimation of the adjustment coefficient in risk theory via intermediate order statistics," Insurance: Mathematics and Economics, Elsevier, vol. 10(1), pages 37-50, March.
    • Handle: RePEc:eee:insuma:v:10:y:1991:i:1:p:37-50
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    Cited by:

    1. Brito, Margarida & Freitas, Ana Cristina Moreira, 2008. "Edgeworth expansion for an estimator of the adjustment coefficient," Insurance: Mathematics and Economics, Elsevier, vol. 43(2), pages 203-208, October.
    2. Christ, Ralf & Steinebach, Josef, 1995. "Estimating the adjustment coefficient in an ARMA(p, q) risk model," Insurance: Mathematics and Economics, Elsevier, vol. 17(2), pages 149-161, October.
    3. Li, Zhouping & Gong, Yun & Peng, Liang, 2010. "Empirical likelihood method for intermediate quantiles," Statistics & Probability Letters, Elsevier, vol. 80(11-12), pages 1022-1029, June.
    4. Brito, Margarida & Moreira Freitas, Ana Cristina, 2006. "Weak convergence of a bootstrap geometric-type estimator with applications to risk theory," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 571-584, June.
    5. Brito, Margarida & Moreira Freitas, Ana Cristina, 2003. "Limiting behaviour of a geometric-type estimator for tail indices," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 211-226, October.

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