Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (Q1930460): Difference between revisions

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Latest revision as of 01:44, 6 July 2024

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Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model
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    Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (English)
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    11 January 2013
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    finite-time survival probabilities
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    ruin time
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    functional central limit theorem
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    infinite-dimensional delta method
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    empirical processes
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    fast Fourier transform algorithm
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