Estimating the time value of ruin in a Lévy risk model under low-frequency observation
Wenyuan Wang, Jiayi Xie, Zhimin Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Wenyuan ; Xie, Jiayi ; Zhang, Zhimin |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 104.2022, p. 133-157
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| Subject: | Estimator | Lévy risk model | Low-frequency observation | Time value of ruin | Risiko | Risk | Schätztheorie | Estimation theory | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.02.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013264942