Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation
Year of publication: |
2014
|
---|---|
Authors: | Zhang, Zhimin ; Yang, Hailiang |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 59.2014, C, p. 168-177
|
Publisher: |
Elsevier |
Subject: | Lévy risk model | Ruin probability | Estimator | Fourier transform | Low-frequency |
-
Zhang, Zhimin, (2014)
-
Computing the Gerber-Shiu function by frame duality projection
Wang, Wenyuan, (2019)
-
Estimating the time value of ruin in a Lévy risk model under low-frequency observation
Wang, Wenyuan, (2022)
- More ...
-
Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model
Zhang, Zhimin, (2013)
-
Zhang, Zhimin, (2014)
-
On the compound poisson risk model with periodic capital injections
Zhang, Zhimin, (2018)
- More ...