Nonparametric estimation of the expected discounted penalty function in the compound Poisson model

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Publication:2137791

DOI10.1214/22-EJS2003zbMath1493.62165OpenAlexW4226208125MaRDI QIDQ2137791

Florian Dussap

Publication date: 11 May 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-1/Nonparametric-estimation-of-the-expected-discounted-penalty-function-in-the/10.1214/22-EJS2003.full




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