Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation (Q2406315): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:08, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation |
scientific article |
Statements
Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation (English)
0 references
27 September 2017
0 references
survival probability
0 references
nonparametric estimation
0 references
Laplace transform
0 references
spectrally negative Lévy process
0 references
regularized Laplace inversion transform
0 references
risk model
0 references
