Nonparametric estimation of the finite time ruin probability in the classical risk model
Zhimin Zhang
| Year of publication: |
February-June 2017
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|---|---|
| Authors: | Zhang, Zhimin |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2017, 5, p. 452-469
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| Subject: | Finite time ruin probability | double Fourier transform | estimation | asymptotic property | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory | Versicherungsmathematik | Actuarial mathematics | Statistische Verteilung | Statistical distribution | Risiko | Risk | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2016.1174876 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011772222