A Bootstrap Test for the Probability of Ruin in the Classical Risk Process
A Bootstrap Test for the Probability of Ruin in the Compound Poisson R...
Density Estimation of Data in the Unit Interval
Distance Measures of Empirical Probability Functions
Creating Bootstrap Replications from an Matrix of Observations
Convert a List of Numerics to a Matrix
Simulating Data, Shaped into a Matrix
A Jackknife Estimator of the Standard Error of the Probability of Ruin
P-values for the Test of the Probability of Ruin
Computation of the Test Statistic for the Probability of Ruin
The Probability of Ruin in the Classical Risk Process
A Bootstrap Test for the Probability of Ruin in the Classical Risk Pro...
We provide a framework for testing the probability of ruin in the classical (compound Poisson) risk process. It also includes some procedures for assessing and comparing the performance between the bootstrap test and the test using asymptotic normality.