Pages that link to "Item:Q2514616"
From MaRDI portal
The following pages link to Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation (Q2514616):
Displayed 21 items.
- 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)
- 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)
- 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)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← 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)
- Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion (Q5078054) (← links)
- Bayesian estimation of ruin probability based on NHPP claim arrivals and Inverse-Gaussian distributed claim aggregates (Q5078892) (← 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)