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 10:35, 14 July 2024

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Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation
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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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