Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation (Q2514616)
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scientific article; zbMATH DE number 6395369
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| English | Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation |
scientific article; zbMATH DE number 6395369 |
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Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation (English)
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3 February 2015
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Lévy risk model
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ruin probability
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estimator
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Fourier transform
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low-frequency
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0.9175891280174256
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0.8983151912689209
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0.8686325550079346
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0.86344975233078
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0.8627490401268005
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