Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation (Q2406315): Difference between revisions

@@ Property / DOI @@
-.1016/j.cam.2017.05.049
@@ Property / DOI: 10.1016/j.cam.2017.05.049 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2017.05.049
+Normal rank
@@ Property / OpenAlex ID @@
+W2745542791
@@ Property / OpenAlex ID: W2745542791 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric Estimation of the Ruin Probability for Generalized Risk Processes
+Normal rank
@@ Property / cites work @@
+Nonparametric estimators for the probability of ruin
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of ruin probabilities given a random sample of claims
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of compound distributions with applications in insurance
+Normal rank
@@ Property / cites work @@
+Semiparametric Estimation for Non-Ruin Probabilities
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation
+Normal rank
@@ Property / cites work @@
+Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model
+Normal rank
@@ Property / cites work @@
+On the expected discounted penalty function for a perturbed risk process driven by a subordinator
+Normal rank
@@ Property / cites work @@
+Estimation of Dependences Based on Empirical Data
@@ Property / cites work: Estimation of Dependences Based on Empirical Data / rank @@
+Normal rank
@@ Property / cites work @@
+Regularized inversion of noisy Laplace transforms
@@ Property / cites work: Regularized inversion of noisy Laplace transforms / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.CAM.2017.05.049
@@ Property / DOI: 10.1016/J.CAM.2017.05.049 / rank @@
+Normal rank