Edgeworth Expansion for an Estimator of the Adjustment Coefficient
Margarida Brito,
Ana Cristina Moreira Freitas
Insurance: Mathematics and Economics,
vol. 43, 2008, p. 203-208.
Weak Convergence of a Bootstrap Geometric-Type Estimator with Applications to Risk Theory
Margarida Brito,
Ana Cristina Moreira Freitas
Insurance: Mathematics and Economics,
vol. 38, 2006, p. 571-584.
Limiting Behaviour of a Geometric-Type Estimator for Tail Indices
Margarida Brito,
Ana Cristina Moreira Freitas
Insurance: Mathematics and Economics,
vol. 33, 2003, p. 211-226.