Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation (Q2514616): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation |
scientific article |
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Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation (English)
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3 February 2015
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Lévy risk model
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ruin probability
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estimator
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Fourier transform
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low-frequency
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