Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation
Zhimin Zhang; Hailiang Yang
| Year of publication: |
2014
|
|---|---|
| Authors: | Zhang, Zhimin ; Yang, Hailiang |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 168-177
|
| Subject: | Lévy risk model | Estimator | Fourier transform | Low-frequency | Schätztheorie | Estimation theory | Risikomodell | Risk model | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Nichtparametrisches Verfahren | Nonparametric statistics | Stochastischer Prozess | Stochastic process | Risikomanagement | Risk management | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010469141