Maximum likelihood estimation of ruin probability in the classical risk model with exponential claims

 

Αποθηκεύτηκε σε:
Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφείς: Pantí-Trejo, Henry G., Guerrero-Lara, Ernesto A., López-Flores, Jesús E.
Μορφή: artículo original
Κατάσταση:Versión publicada
Ημερομηνία έκδοσης:2022
Περιγραφή:Maximum likelihood estimators are calculated for the parameters that define the compound Poisson process in the classical risk process with exponential claims. It is proved consistency and asymptotic normality for estimators obtained. Finally, with the help of invariance property of the maximum likelihood estimators, asymptotic normality and delta method, point and interval estimation of the ruin probability is performed.
Χώρα:Portal de Revistas UCR
Ίδρυμα:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Γλώσσα:Español
OAI Identifier:oai:archivo.portal.ucr.ac.cr:article/47938
Διαθέσιμο Online:https://archivo.revistas.ucr.ac.cr/index.php/matematica/article/view/47938
Λέξη-Κλειδί :ruin probability
maximum likelihood estimation
classical ruin model
delta method
estimación máxima verosimilitud
probabilidad de ruina
modelo clásico de ruina
método delta