Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model
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DOI: 10.1016/j.insmatheco.2017.02.007
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"Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin,"
Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 746-762, April.
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Cited by:
- Jorge Wilson Euphasio Junior & João Vinícius França Carvalho, 2022. "Resseguro e Capital de Solvência: Atenuantes da Probabilidade de Ruína de SeguradorasReinsurance and Solvency Capital: Mitigating Insurance Companies’ Ruin Probability," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 26(1), pages 200191-2001.
- Aicha Bareche & Mouloud Cherfaoui, 2019. "Sensitivity of the Stability Bound for Ruin Probabilities to Claim Distributions," Methodology and Computing in Applied Probability, Springer, vol. 21(4), pages 1259-1281, December.
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Keywords
Risk model; Ruin probability; Strong stability; Stability bound; Kernel density;All these keywords.
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