Shimizu, Yasutaka; Zhang, Zhimin - In: Risks : open access journal 7 (2019) 2/37, pp. 1-22
A statistical inference for ruin probability from a certain discrete sample of the surplus is discussed under a spectrally negative Lévy insurance risk. We consider the Laguerre series expansion of ruin probability, and provide an estimator for any of its partial sums by computing the...
