A new aspect of a risk process and its statistical inference (Q1003819): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2008.10.002
@@ Property / DOI: 10.1016/j.insmatheco.2008.10.002 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2008.10.002
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@@ Property / OpenAlex ID @@
+W2049808886
@@ Property / OpenAlex ID: W2049808886 / rank @@
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@@ Property / cites work @@
+Risk theory for the compound Poisson process that is perturbed by diffusion
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@@ Property / cites work @@
+Q4274909
@@ Property / cites work: Q4274909 / rank @@
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@@ Property / cites work @@
+Ruin estimation for a general insurance risk model
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@@ Property / cites work @@
+Q5637709
@@ Property / cites work: Q5637709 / rank @@
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@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
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@@ Property / cites work @@
+Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model
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+Q4230625
@@ Property / cites work: Q4230625 / rank @@
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@@ Property / cites work @@
+Ruin probabilities in perturbed risk models
@@ Property / cites work: Ruin probabilities in perturbed risk models / rank @@
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@@ Property / cites work @@
+Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
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@@ Property / cites work @@
+Density Estimation of Lévy Measures for Discretely Observed Diffusion Processes with Jumps
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@@ Property / cites work @@
+A Practical Inference for Discretely Observed Jump-diffusions from Finite Samples
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+Estimation of parameters for diffusion processes with jumps from discrete observations
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+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
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@@ Property / cites work @@
+Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2008.10.002
@@ Property / DOI: 10.1016/J.INSMATHECO.2008.10.002 / rank @@
+Normal rank