Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (Q1930460)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model |
scientific article |
Statements
Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (English)
0 references
11 January 2013
0 references
finite-time survival probabilities
0 references
ruin time
0 references
functional central limit theorem
0 references
infinite-dimensional delta method
0 references
empirical processes
0 references
fast Fourier transform algorithm
0 references
