On robustness in risk theory

Insurance: Mathematics and Economics

Volumn 29, Issue 2, 2001, Pages 167-185

  Marceau, Étienne ^a   Rioux, Jacques ^b  

^a UNIVERSITÉ LAVAL   (Canada)

^b DRAKE UNIVERSITY   (United States)

Author keywords

Collective risk model; IM10; IM11; IM12; Individual risk model; Influence function; Maximum likelihood estimator; Minimum Cram r von Mises estimator; Non parametric plug in estimator; Robustness; Ruin probability; Stop loss premiums

Indexed keywords

EID: 0012784338     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(01)00081-6     Document Type: Article

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