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|Title: ||Nonparametric estimators for the probability of ruin|
|Authors: ||Croux, K.|
|Keywords: ||Stochastic processes|
|Issue Date: ||1990|
|Citation: ||Insurance: Mathematics and Economics, 9(2-3), p. 127-130|
|Abstract: ||In this note we show how the general theory for linear combinations of U-statistics with varying kernel can be applied to discuss estimators for the infinite horizon time probability of ruin in the Poisson risk model.|
|Type: ||Journal Contribution|
|Appears in Collections: ||Research publications|
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