caa a22 4500 386332630 CHVBK 20180307111720.0 cr unu---uuuuu 161130e198904 xx s 000 0 eng 10.2143/AST.19.1.2014915 doi S0515036100008357 pii (NATIONALLICENCE)cambridge-10.2143/AST.19.1.2014915 Hipp Christian University of Hamburg, FRG Estimators and Bootstrap Confidence Intervals for Ruin Probabilities [Elektronische Daten] [Christian Hipp] For the infinite time ruin probability in the classical risk process, efficient estimators are proposed in cases in which the claim amount distribution is unknown. Confidence intervals are computed which are based on normal approximations or on the bootstrap method. The procedures are checked in a Monte-Carlo study. Copyright © International Actuarial Association 1989 Infinite time ruin probabilities nationallicence nonparametric estimators nationallicence confidence intervals nationallicence bootstrap method nationallicence ASTIN Bulletin Cambridge University Press 19/1(1989-04), 57-70 0515-0361 19:1<57 1989 19 ASB https://doi.org/10.2143/AST.19.1.2014915 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.2143/AST.19.1.2014915 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Hipp Christian University of Hamburg, FRG NATIONALLICENCE 773 0- ASTIN Bulletin Cambridge University Press 19/1(1989-04), 57-70 0515-0361 19:1<57 1989 19 ASB CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-cambridge