{"id":"https://openalex.org/W2003097478","doi":"https://doi.org/10.2143/ast.19.1.2014915","title":"Estimators and Bootstrap Confidence Intervals for Ruin Probabilities","display_name":"Estimators and Bootstrap Confidence Intervals for Ruin Probabilities","publication_year":1989,"publication_date":"1989-04-01","ids":{"openalex":"https://openalex.org/W2003097478","doi":"https://doi.org/10.2143/ast.19.1.2014915","mag":"2003097478"},"language":"en","primary_location":{"id":"doi:10.2143/ast.19.1.2014915","doi":"https://doi.org/10.2143/ast.19.1.2014915","is_oa":true,"landing_page_url":"https://doi.org/10.2143/ast.19.1.2014915","pdf_url":"https://www.cambridge.org/core/services/aop-cambridge-core/content/view/AA6E3F370E0E8DE925107278389D0748/S0515036100008357a.pdf/div-class-title-estimators-and-bootstrap-confidence-intervals-for-ruin-probabilities-div.pdf","source":{"id":"https://openalex.org/S92223472","display_name":"Astin Bulletin","issn_l":"0515-0361","issn":["0515-0361","1783-1350"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-b","erih-plus","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ASTIN Bulletin","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://www.cambridge.org/core/services/aop-cambridge-core/content/view/AA6E3F370E0E8DE925107278389D0748/S0515036100008357a.pdf/div-class-title-estimators-and-bootstrap-confidence-intervals-for-ruin-probabilities-div.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5111553806","display_name":"Christian Hipp","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I159176309","display_name":"Universit\u00e4t Hamburg","ror":"https://ror.org/00g30e956","country_code":"DE","type":"education","lineage":["https://openalex.org/I159176309"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Christian Hipp","raw_affiliation_strings":["University of Hamburg, FRG","UNIVERSITY OF HAMBURG"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Hamburg, FRG","institution_ids":["https://openalex.org/I159176309"]},{"raw_affiliation_string":"UNIVERSITY OF HAMBURG","institution_ids":["https://openalex.org/I159176309"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5111553806"],"corresponding_institution_ids":["https://openalex.org/I159176309"],"apc_list":{"value":3550,"currency":"USD","value_usd":3550},"apc_paid":null,"fwci":0.5891,"has_fulltext":true,"cited_by_count":30,"citation_normalized_percentile":{"value":0.64350133,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":"19","issue":"1","first_page":"57","last_page":"70"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13500","display_name":"Probability and Statistical Research","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/ruin-probability","display_name":"ruin probability","score":0.8220000267028809},{"id":"https://openalex.org/keywords/efficient-estimators","display_name":"efficient estimators","score":0.7310000061988831},{"id":"https://openalex.org/keywords/bootstrap-confidence-intervals","display_name":"bootstrap confidence intervals","score":0.9390000104904175},{"id":"https://openalex.org/keywords/normal-approximation","display_name":"Gaussian approximation","score":0.7179999947547913},{"id":"https://openalex.org/keywords/insurance-risk-theory","display_name":"insurance risk theory","score":0.5090000033378601}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.8148635625839233},{"id":"https://openalex.org/C44249647","wikidata":"https://www.wikidata.org/wiki/Q208498","display_name":"Confidence interval","level":2,"score":0.7590456008911133},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.6488964557647705},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.6259924173355103},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5811050534248352},{"id":"https://openalex.org/C13662513","wikidata":"https://www.wikidata.org/wiki/Q5160087","display_name":"Confidence distribution","level":3,"score":0.5425977110862732},{"id":"https://openalex.org/C66520545","wikidata":"https://www.wikidata.org/wiki/Q7353538","display_name":"Robust confidence intervals","level":3,"score":0.43852102756500244},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.407632052898407},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.40032094717025757}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.2143/ast.19.1.2014915","doi":"https://doi.org/10.2143/ast.19.1.2014915","is_oa":true,"landing_page_url":"https://doi.org/10.2143/ast.19.1.2014915","pdf_url":"https://www.cambridge.org/core/services/aop-cambridge-core/content/view/AA6E3F370E0E8DE925107278389D0748/S0515036100008357a.pdf/div-class-title-estimators-and-bootstrap-confidence-intervals-for-ruin-probabilities-div.pdf","source":{"id":"https://openalex.org/S92223472","display_name":"Astin Bulletin","issn_l":"0515-0361","issn":["0515-0361","1783-1350"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-b","erih-plus","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ASTIN Bulletin","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:cup:astinb:v:19:y:1989:i:01:p:57-70_00","doi":null,"is_oa":false,"landing_page_url":"https://www.cambridge.org/core/product/identifier/S0515036100008357/type/journal_article","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"doi:10.2143/ast.19.1.2014915","doi":"https://doi.org/10.2143/ast.19.1.2014915","is_oa":true,"landing_page_url":"https://doi.org/10.2143/ast.19.1.2014915","pdf_url":"https://www.cambridge.org/core/services/aop-cambridge-core/content/view/AA6E3F370E0E8DE925107278389D0748/S0515036100008357a.pdf/div-class-title-estimators-and-bootstrap-confidence-intervals-for-ruin-probabilities-div.pdf","source":{"id":"https://openalex.org/S92223472","display_name":"Astin Bulletin","issn_l":"0515-0361","issn":["0515-0361","1783-1350"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-b","erih-plus","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ASTIN Bulletin","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320323381","display_name":"Universit\u00e4t Hamburg","ror":"https://ror.org/00g30e956"},{"id":"https://openalex.org/F4320324811","display_name":"Universit\u00e4t zu K\u00f6ln","ror":"https://ror.org/00rcxh774"},{"id":"https://openalex.org/F4320332162","display_name":"Centers for Disease Control and Prevention","ror":"https://ror.org/042twtr12"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2003097478.pdf","grobid_xml":"https://content.openalex.org/works/W2003097478.grobid-xml"},"referenced_works_count":8,"referenced_works":["https://openalex.org/W1995946449","https://openalex.org/W2042607789","https://openalex.org/W2064975723","https://openalex.org/W2071741240","https://openalex.org/W2140843145","https://openalex.org/W2751862591","https://openalex.org/W2790825170","https://openalex.org/W4234631320"],"related_works":["https://openalex.org/W2990546000","https://openalex.org/W1988500718","https://openalex.org/W2082285012","https://openalex.org/W1996658699","https://openalex.org/W2766602100","https://openalex.org/W7097018767","https://openalex.org/W2068140740","https://openalex.org/W1999937016","https://openalex.org/W3107187593","https://openalex.org/W2580672992"],"abstract_inverted_index":{"Abstract":[0],"For":[1],"the":[2,8,20,38],"infinite":[3],"time":[4],"ruin":[5],"probability":[6],"in":[7,16,18,45],"classical":[9],"risk":[10],"process,":[11],"efficient":[12],"estimators":[13],"are":[14,28,31,43],"proposed":[15],"cases":[17],"which":[19,30],"claim":[21],"amount":[22],"distribution":[23],"is":[24],"unknown.":[25],"Confidence":[26],"intervals":[27],"computed":[29],"based":[32],"on":[33,37],"normal":[34],"approximations":[35],"or":[36],"bootstrap":[39],"method.":[40],"The":[41],"procedures":[42],"checked":[44],"a":[46],"Monte-Carlo":[47],"study.":[48]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":2}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2016-06-24T00:00:00"}
