Nonparametric estimation of the finite time ruin probability in the classical risk model (Q4575476)
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scientific article; zbMATH DE number 6903670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of the finite time ruin probability in the classical risk model |
scientific article; zbMATH DE number 6903670 |
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Nonparametric estimation of the finite time ruin probability in the classical risk model (English)
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13 July 2018
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finite time ruin probability
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double Fourier transform
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estimation
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asymptotic property
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