Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation (Q2514616): Difference between revisions

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+Q5545069
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+Nonparametric estimation for pure jump Lévy processes based on high frequency data
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+Estimation for Lévy processes from high frequency data within a long time interval
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+Nonparametric adaptive estimation for pure jump Lévy processes
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+Nonparametric estimators for the probability of ruin
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+On the optimal rates of convergence for nonparametric deconvolution problems
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+Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
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+Nonparametric inference for discretely sampled Lévy processes
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+Ruin probabilities and decompositions for general perturbed risk processes.
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+Adaptive nonparametric estimation for Lévy processes observed at low frequency
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+On semiparametric estimation of ruin probabilities in the classical risk model
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+Nonparametric estimation for Lévy processes from low-frequency observations
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+Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model
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+Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model
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+On a nonparametric estimator for ruin probability in the classical risk model
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