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Document Details : Title: Estimators and Bootstrap Confidence Intervals for Ruin Probabilities Author(s): HIPP, Christian Journal: ASTIN Bulletin Volume: 19 Issue: 1 Date: April 1989 Pages: 57-70 DOI: 10.2143/AST.19.1.2014915 Abstract : For the infinite time ruin probability in the classical risk process, efficient estimators are proposed in cases in which the claim amount distribution is unknown. Confidence intervals are computed which are checked in a Monte-Carlo study. |