Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model (Q2445988): Difference between revisions

@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation for pure jump Lévy processes based on high frequency data
+Normal rank
@@ Property / cites work @@
+Penalized contrast estimator for adaptive density deconvolution
+Normal rank
@@ Property / cites work @@
+Nonparametric estimators for the probability of ruin
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and decompositions for general perturbed risk processes.
+Normal rank
@@ Property / cites work @@
+On semiparametric estimation of ruin probabilities in the classical risk model
+Normal rank
@@ Property / cites work @@
+About the constants in Talagrand's concentration inequalities for empirical processes.
+Normal rank
@@ Property / cites work @@
+Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
+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 @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank
@@ Property / cites work @@
+A new aspect of a risk process and its statistical inference
+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 a nonparametric estimator for ruin probability in the classical risk model
+Normal rank