Semiparametric estimation in the optimal dividend barrier for the classical risk model
Hiroshi Shiraishi and Zudi Lu
| Year of publication: |
August-December 2018
|
|---|---|
| Authors: | Shiraishi, Hiroshi ; Lu, Zu-di |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2018, 9, p. 845-862
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| Subject: | Semiparametric estimation | dividend | ruin theory | compound poisson | statistical estimation | Beekman's convolution series | Dividende | Dividend | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Risikomodell | Risk model | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2018.1463557 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011939756