Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model (Q2445988)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model |
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Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model (English)
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15 April 2014
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Fourier (inversion) transform
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risk bound
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cut-off selection
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ruin probability
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