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Estimating the time value of ruin in a Lévy risk model under low-frequency observation - MaRDI portal

Estimating the time value of ruin in a Lévy risk model under low-frequency observation (Q2138620)

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Estimating the time value of ruin in a Lévy risk model under low-frequency observation
scientific article

    Statements

    title
    Estimating the time value of ruin in a Lévy risk model under low-frequency observation (English)
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    author
    Yanyan Li
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    publication date
    12 May 2022
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    zbMATH Keywords
    Lévy risk model
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    time value of ruin
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    estimator
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    low-frequency observation
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    cites work
    Asymptotic Statistics
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    Identifiers

    zbMATH DE Number
    7525955
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    OpenAlex ID
    W4214482972
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