Pages that link to "Item:Q4576854"

The following pages link to On a nonparametric estimator for ruin probability in the classical risk model (Q4576854):

Displaying 24 items.

• Approximation of the ruin probability using the scaled Laplace transform inversion (Q668180) (← links)
• A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (Q898973) (← links)
• Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625) (← links)
• Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion (Q1726860) (← links)
• Nonparametric estimation for a spectrally negative Lévy process based on high frequency data (Q1789705) (← links)
• Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion (Q1799152) (← links)
• A Fourier-cosine method for finite-time ruin probabilities (Q2038248) (← links)
• Estimating the time value of ruin in a Lévy risk model under low-frequency observation (Q2138620) (← links)
• Sensitivity of the stability bound for ruin probabilities to claim distributions (Q2176368) (← 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)
• Interval estimation of the ruin probability in the classical compound Poisson risk model (Q2291329) (← links)
• Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
• Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
• Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model (Q2397855) (← links)
• Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← 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 of the finite time ruin probability in the classical risk model (Q4575476) (← links)
• Estimating the Gerber–Shiu function by Fourier–Sinc series expansion (Q4577210) (← links)
• A new efficient method for estimating the Gerber–Shiu function in the classical risk model (Q4583612) (← links)
• Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion (Q5078054) (← links)
• Nonparametric estimation of ruin probability by complex Fourier series expansion in the compound Poisson model (Q5093696) (← links)
• Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)