Pages that link to "Item:Q1019521"

The following pages link to Nonparametric estimation of ruin probabilities given a random sample of claims (Q1019521):

Displaying 30 items.

• On a nonparametric estimator for the finite time survival probability with zero initial surplus (Q517213) (← links)
• Approximation of the ruin probability using the scaled Laplace transform inversion (Q668180) (← links)
• Parametric inference for ruin probability in the classical risk model (Q680468) (← links)
• A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (Q898973) (← links)
• Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625) (← links)
• Nonparametric estimation for a spectrally negative Lévy process based on high frequency data (Q1789705) (← links)
• Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion (Q1799152) (← links)
• Nonparametric estimation of the expected discounted penalty function in the compound Poisson model (Q2137791) (← links)
• Estimating the time value of ruin in a Lévy risk model under low-frequency observation (Q2138620) (← links)
• Threshold estimation for a spectrally negative Lévy process (Q2193334) (← links)
• Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
• Interval estimation of the ruin probability in the classical compound Poisson risk model (Q2291329) (← links)
• Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
• Orthogonal polynomial expansions to evaluate stop-loss premiums (Q2297085) (← links)
• Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
• Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation (Q2406315) (← links)
• On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (Q2866297) (← links)
• SIMPLE CONTINUITY INEQUALITIES FOR RUIN PROBABILITY IN THE CLASSICAL RISK MODEL (Q4563785) (← links)
• Nonparametric estimation of the finite time ruin probability in the classical risk model (Q4575476) (← links)
• On a nonparametric estimator for ruin probability in the classical risk model (Q4576854) (← links)
• Estimating the Gerber–Shiu function by Fourier–Sinc series expansion (Q4577210) (← links)
• A new efficient method for estimating the Gerber–Shiu function in the classical risk model (Q4583612) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• A consistent estimation of optimal dividend strategy in a risk model with delayed claims (Q5055173) (← links)
• Nonparametric estimation of ruin probability by complex Fourier series expansion in the compound Poisson model (Q5093696) (← links)
• Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)
• (Q6121715) (← links)
• Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model (Q6152040) (← links)