Pages that link to "Item:Q2445988"
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The following pages link to Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model (Q2445988):
Displaying 23 items.
- Parametric inference for ruin probability in the classical risk model (Q680468) (← links)
- Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625) (← links)
- Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion (Q1726860) (← 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)
- A Fourier-cosine method for finite-time ruin probabilities (Q2038248) (← 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)
- Statistical estimation for some dividend problems under the compound Poisson risk model (Q2212164) (← links)
- Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
- Fourier-cosine method for Gerber-Shiu functions (Q2347108) (← links)
- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
- Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation (Q2514616) (← links)
- APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION (Q4563791) (← links)
- Nonparametric estimation of the finite time ruin probability in the classical risk model (Q4575476) (← 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)
- Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380) (← links)
- Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion (Q5078054) (← 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)
- Nonparametric estimation of some dividend problems in the perturbed compound Poisson model (Q6163061) (← links)
