Pages that link to "Item:Q1804822"
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The following pages link to Nonparametric estimation of compound distributions with applications in insurance (Q1804822):
Displaying 20 items.
- Nonparametric estimation of risk measures of collective risks (Q254501) (← links)
- Decompounding: an estimation problem for Poisson random sums. (Q1434004) (← links)
- Nonparametric estimation for a spectrally negative Lévy process based on high frequency data (Q1789705) (← links)
- Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (Q1930460) (← links)
- Nonparametric estimation of the expected discounted penalty function in the compound Poisson model (Q2137791) (← links)
- Threshold estimation for a spectrally negative Lévy process (Q2193334) (← links)
- Interval estimation of the ruin probability in the classical compound Poisson risk model (Q2291329) (← links)
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
- Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (Q2397857) (← links)
- Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation (Q2406315) (← links)
- Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model (Q2445988) (← links)
- Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation (Q2514616) (← links)
- Nonparametric estimation for derivatives of compound distribution (Q2515847) (← links)
- Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor W. S. Jewell on the occasion of his 60th birthday (Q4036292) (← links)
- On semiparametric estimation of ruin probabilities in the classical risk model (Q4576853) (← links)
- On a nonparametric estimator for ruin probability in the classical risk model (Q4576854) (← links)
- A new efficient method for estimating the Gerber–Shiu function in the classical risk model (Q4583612) (← links)
- Nonparametric estimation in random sum models (Q5148446) (← links)
- Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)
- Statistical aspects of perpetuities (Q5926426) (← links)