POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk

IF 0.6 Q4 STATISTICS & PROBABILITY Chilean Journal of Statistics Pub Date : 2022-12-01 DOI:10.32372/chjs.13-02-05
Frihi Redhouane, Rassoul Abdelaziz, Hamid Ouldrouis
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基于pot的无限时间损失模型破产概率估计:在保险风险中的应用
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来源期刊
Chilean Journal of Statistics
Chilean Journal of Statistics STATISTICS & PROBABILITY-
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1.40
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