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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.