Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes

Stéphane Loisel

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Date: 2007-07-10
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Published in 11th International Congress on Insurance: Mathematics and Economics (IME 2007), Jul 2007, Le Pirée, Greece

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Related works:
Journal Article: Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (2009)
Working Paper: Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (2009)
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