Description Usage Arguments Details Value Note References See Also

This function provides p-values for the test of the probability of ruin using one of two different methods.

1 |

`x` |
The observed values of the test statistic as numeric vector or matrix, see Details. |

`method` |
A character string determining the method used. |

`x.boot` |
The bootstrap replications that |

This function is not intended to be used by itself, but rather in combination with
`rpteststat`

. Hence, ideally, both `x`

and `x.boot`

stem from a call of the
latter.

If `method = "bootstrap"`

, then bootstrap p-values are computed. The values of `x`

are
compared to those of `x.boot`

. The number of rows of `x.boot`

has to match the number of
columns of `x`

(or its length if it is a vector). For most applications, however, `x`

will
be a single number and `x.boot`

will be the bootstrap replications of `x`

For `method = "normal"`

the p-values are computed using the asymptotic normal approximation of
the test statistic. `x`

can be a vector, a matrix or an array of numerics.

The elements of `x`

are interpreted as statistics of separate, independent tests, and adjusting
the p-values for multiple comparison may be necessary.

A numeric (vector, matrix or array) with the same dimension as `x`

.

If `method = "normal"`

, the argument `x.boot`

is not used and a warning is issued if it is
still provided.

Baumgartner, B. and Gatto, R. (2010) *A Bootstrap Test for the Probability of Ruin in the
Compound Poisson Risk Process*. ASTIN Bulletin, **40**(1), pp. 241–255.

See `rpteststat`

for the computation of the test statistics, `ruinprob`

for
computating the probability of ruin, and `rpjack`

for the computation of the standard
errors.

`p.adjust`

from the package stats provides methods to adjust p-values for
multiple testing.

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