Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (Q1930460): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q586407 |
||
| Property / author | |||
| Property / author: Susan M. Pitts / rank | |||
Revision as of 02:02, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model |
scientific article |
Statements
Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (English)
0 references
11 January 2013
0 references
finite-time survival probabilities
0 references
ruin time
0 references
functional central limit theorem
0 references
infinite-dimensional delta method
0 references
empirical processes
0 references
fast Fourier transform algorithm
0 references
