On a nonparametric estimator for the finite time survival probability with zero initial surplus (Q517213): Difference between revisions

@@ Property / author @@
-Zhimin Zhang
@@ Property / author: Zhimin Zhang / rank @@
-Normal rank
@@ Property / author @@
+Zhimin Zhang
@@ Property / author: Zhimin Zhang / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
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@@ Property / zbMATH DE Number @@
+6696580
@@ Property / zbMATH DE Number: 6696580 / rank @@
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@@ Property / zbMATH Keywords @@
+finite time survival probability
@@ Property / zbMATH Keywords: finite time survival probability / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Fourier transform
@@ Property / zbMATH Keywords: Fourier transform / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+kernel
@@ Property / zbMATH Keywords: kernel / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+bias
@@ Property / zbMATH Keywords: bias / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+variance
@@ Property / zbMATH Keywords: variance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic normality
@@ Property / zbMATH Keywords: asymptotic normality / rank @@
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+Q4379506
@@ Property / cites work: Q4379506 / rank @@
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@@ Property / cites work @@
+On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
+Normal rank
@@ Property / cites work @@
+Nonparametric estimators for the probability of ruin
+Normal rank
@@ Property / cites work @@
+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
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@@ Property / cites work @@
+The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
+Normal rank
@@ Property / cites work @@
+On the Density and Moments of the Time of Ruin with Exponential Claims
+Normal rank
@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
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@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
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@@ Property / cites work @@
+Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin
+Normal rank
@@ Property / cites work @@
+Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of ruin probabilities given a random sample of claims
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model
+Normal rank
@@ Property / cites work @@
+Q4167462
@@ Property / cites work: Q4167462 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean integrated squared error of kernel estimators when the density and its derivative are not necessarily continuous
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@@ Property / cites work @@
+Q4865051
@@ Property / cites work: Q4865051 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:517213