article · Japanese Journal of Statistics and Data Science

Reduced-bias estimator of the ruin probability in infinite time for heavy-tailed distributions with index in the upper half of the unit interval

Modou Kebe
El-Hadji Deme
Tchilabalo Abozou Kpanzou
Yousri Slaoui

2024Université Gaston Berger

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Research topics

Probability and Risk Models
Financial Risk and Volatility Modeling
Statistical Distribution Estimation and Applications

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DOI: 10.1007/s42081-024-00259-w

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