Pages that link to "Item:Q4442883"
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The following pages link to Nonparametric Estimation of the Ruin Probability for Generalized Risk Processes (Q4442883):
Displaying 11 items.
- Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (Q659157) (← links)
- Parametric inference for ruin probability in the classical risk model (Q680468) (← links)
- Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin (Q998292) (← links)
- Stochastic successive approximation method for assessing the insolvency risk of an insurance company (Q1008370) (← links)
- Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
- Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation (Q2406315) (← links)
- On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market (Q2452743) (← links)
- On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← 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)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
