Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation (Q2406315): Difference between revisions
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Revision as of 07:03, 5 March 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 |
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Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation (English)
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27 September 2017
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survival probability
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nonparametric estimation
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Laplace transform
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spectrally negative Lévy process
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regularized Laplace inversion transform
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risk model
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