Asymptotically normal estimators of the ruin probability for Lévy insurance surplus from discrete samples
Year of publication: |
2019
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Authors: | Shimizu, Yasutaka ; Zhang, Zhimin |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 7.2019, 2/37, p. 1-22
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Subject: | ruin probability | spectrally negative Lévy process | Laguerre polynomial | discrete observations | asymptotic normality | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7020037 [DOI] hdl:10419/257875 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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