Pages that link to "Item:Q923576"
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The following pages link to Nonparametric estimators for the probability of ruin (Q923576):
Displaying 26 items.
- Risk models with stochastic premium and ruin probability estimation (Q487109) (← links)
- On a nonparametric estimator for the finite time survival probability with zero initial surplus (Q517213) (← links)
- Nonparametric statistical analysis of an upper bound of the ruin probability under large claims (Q650744) (← links)
- Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (Q659157) (← links)
- Parametric inference for ruin probability in the classical risk model (Q680468) (← links)
- Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin (Q998292) (← links)
- Stochastic successive approximation method for assessing the insolvency risk of an insurance company (Q1008370) (← links)
- Nonparametric estimation of ruin probabilities given a random sample of claims (Q1019521) (← links)
- Nonparametric estimation for a spectrally negative Lévy process based on high frequency data (Q1789705) (← links)
- Calculation of confidence intervals for ruin probability in a generalized risk process (Q1860522) (← links)
- Nonparametric estimation of the expected discounted penalty function in the compound Poisson model (Q2137791) (← links)
- Threshold estimation for a spectrally negative Lévy process (Q2193334) (← links)
- Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
- Interval estimation of the ruin probability in the classical compound Poisson risk model (Q2291329) (← links)
- Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation (Q2406315) (← links)
- Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model (Q2445988) (← links)
- On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)
- Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation (Q2514616) (← links)
- Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (Q2866297) (← links)
- Nonparametric Estimation of the Ruin Probability for Generalized Risk Processes (Q4442883) (← links)
- Semiparametric estimation in the optimal dividend barrier for the classical risk model (Q4562051) (← links)
- On semiparametric estimation of ruin probabilities in the classical risk model (Q4576853) (← links)
- On a nonparametric estimator for ruin probability in the classical risk model (Q4576854) (← links)
- A new efficient method for estimating the Gerber–Shiu function in the classical risk model (Q4583612) (← links)
- (Q4895246) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
