Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model
Zhimin Zhang; Hailiang Yang
| Year of publication: |
2013
|
|---|---|
| Authors: | Zhang, Zhimin ; Yang, Hailiang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 1, p. 24-35
|
| Subject: | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Nichtparametrisches Verfahren | Nonparametric statistics | Insolvenz | Insolvency | Versicherungsmathematik | Actuarial mathematics | Theorie | 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://www.econbiz.de/10009785427