Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (Q1930460)
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scientific article; zbMATH DE number 6124591
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model |
scientific article; zbMATH DE number 6124591 |
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Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (English)
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11 January 2013
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finite-time survival probabilities
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ruin time
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functional central limit theorem
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infinite-dimensional delta method
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empirical processes
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fast Fourier transform algorithm
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