Nonparametric estimation of ruin probability by complex Fourier series expansion in the compound Poisson model (Q5093696)
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scientific article; zbMATH DE number 7565477
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of ruin probability by complex Fourier series expansion in the compound Poisson model |
scientific article; zbMATH DE number 7565477 |
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Nonparametric estimation of ruin probability by complex Fourier series expansion in the compound Poisson model (English)
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1 August 2022
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ruin probability
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compound Poisson model
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estimator
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complex Fourier series expansion
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