Adjustment coefficient for risk processes in some dependent contexts

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dc.creatorCossette, H.
dc.creatorMarceau, E.
dc.creatorMaume-Deschamps, V.
dc.date2009-01-01
dc.date.accessioned2026-07-07T12:23:45Z
dc.date.available2026-07-07T12:23:45Z
dc.descriptionFollowing an article by Muller and Pflug, we study the adjustment coefficient of ruin theory in a context of temporal dependency. We provide a consistent estimator of this coefficient, and perform some simulations.
dc.identifierhttps://arxiv.org/abs/0901.0182
dc.identifierhttp://arxiv.org/abs/0901.0182
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/214098
dc.subjectStatistics Theory
dc.subjectProbability
dc.subjectApplications
dc.subject37A50 ; 60E15; 37D20
dc.titleAdjustment coefficient for risk processes in some dependent contexts
dc.typetext

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