Semi-parametric approach for approximating the ruin probability of classical risk models with large claims (Q6141738)
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scientific article; zbMATH DE number 7793006
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-parametric approach for approximating the ruin probability of classical risk models with large claims |
scientific article; zbMATH DE number 7793006 |
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Semi-parametric approach for approximating the ruin probability of classical risk models with large claims (English)
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23 January 2024
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beta kernel
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Champernowne generalized distribution
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kernel estimation
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risk model
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ruin probability
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strong stability
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