On a nonparametric estimator for ruin probability in the classical risk model (Q4576854)
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scientific article; zbMATH DE number 6901165
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| English | On a nonparametric estimator for ruin probability in the classical risk model |
scientific article; zbMATH DE number 6901165 |
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On a nonparametric estimator for ruin probability in the classical risk model (English)
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11 July 2018
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ruin probability
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Fourier transform
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kernel
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bias
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variance
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asymptotic normality
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0.9498374462127686
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0.8943038582801819
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0.8843764066696167
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0.8803918361663818
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0.8791415095329285
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