Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation

DOI10.1016/j.insmatheco.2014.09.006zbMath1306.91088MaRDI QIDQ2514616

Hailiang Yang, Zhimin Zhang

Publication date: 3 February 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10722/214575

zbMATH Keywords

Fourier transform; ruin probability; estimator; low-frequency; Lévy risk model

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

62G05: Nonparametric estimation

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