Nonparametric estimation of the finite time ruin probability in the classical risk model (Q4575476)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonparametric estimation of the finite time ruin probability in the classical risk model |
scientific article; zbMATH DE number 6903670
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonparametric estimation of the finite time ruin probability in the classical risk model |
scientific article; zbMATH DE number 6903670 |
Statements
Nonparametric estimation of the finite time ruin probability in the classical risk model (English)
0 references
13 July 2018
0 references
finite time ruin probability
0 references
double Fourier transform
0 references
estimation
0 references
asymptotic property
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9498374462127686
0 references
0.898689329624176
0 references
0.8807423114776611
0 references
0.8776212334632874
0 references
0.8770782947540283
0 references
