On a nonparametric estimator for the finite time survival probability with zero initial surplus (Q517213): Difference between revisions

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+Q4379506
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+On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
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+Nonparametric estimators for the probability of ruin
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+On the time to ruin for Erlang(2) risk processes.
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+The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
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+On the Density and Moments of the Time of Ruin with Exponential Claims
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+Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin
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+Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
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+Nonparametric estimation of ruin probabilities given a random sample of claims
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+Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model
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+Mean integrated squared error of kernel estimators when the density and its derivative are not necessarily continuous
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