Nonparametric estimators for the probability of ruin

Approximation Theorems of Mathematical Statistics.

R. J. Serfling · Biometrics · 1981 · 1.1K citations

Natural Sciences, Mathematics, Probability Theory +13

Estimates for the probability of ruin with special emphasis on the possibility of large claims

Paul Embrechts, Noël Veraverbeke · Insurance Mathematics and Economics · 1982 · 413 citations

Natural Sciences, Economics, Mathematics +5

Limit Theorems for a Triangular Scheme of $U$-Statistics with Applications to Inter-Point Distances

S. Rao Jammalamadaka, Svante Janson · The Annals of Probability · 1986 · 77 citations · Full text

Natural Sciences, Mathematics, Probability Theory +9

Nonparametric Renewal Function Estimation

Edward W. Frees · The Annals of Statistics · 1986 · 70 citations · Full text

Natural Sciences, Data Science, Stochastic Processes +14

Nonparametric Estimation of Probability of Ruin

Edward W. Frees · Astin Bulletin · 1986 · 36 citations

Natural Sciences, Finance, Mathematics +13