On a nonparametric estimator for the finite time survival probability with zero initial surplus

DOI10.1007/s10255-016-0601-xzbMath1360.91096MaRDI QIDQ517213

Hu Yang, Hailiang Yang, Zhimin Zhang

Publication date: 23 March 2017

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10722/245304

zbMATH Keywords

Fourier transform; asymptotic normality; variance; bias; kernel; finite time survival probability

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62G05: Nonparametric estimation

Related Items

Nonparametric estimation of the finite time ruin probability in the classical risk model

Uses Software

• KernSmooth

Cites Work

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