Pages that link to "Item:Q1789705"
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The following pages link to Nonparametric estimation for a spectrally negative Lévy process based on high frequency data (Q1789705):
Displaying 5 items.
- Estimating the time value of ruin in a Lévy risk model under low-frequency observation (Q2138620) (← links)
- Threshold estimation for a spectrally negative Lévy process (Q2193334) (← links)
- Statistical estimation for some dividend problems under the compound Poisson risk model (Q2212164) (← links)
- Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion (Q5078054) (← links)
- Nonparametric estimation of some dividend problems in the perturbed compound Poisson model (Q6163061) (← links)
