Nonparametric estimation of ruin probability by complex Fourier series expansion in the compound Poisson model
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Publication:5093696
DOI10.1080/03610926.2020.1831542OpenAlexW3094022275MaRDI QIDQ5093696
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Publication date: 1 August 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1831542
Cites Work
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- On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy
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- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
- Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model
- Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation
- Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model
- On semiparametric estimation of ruin probabilities in the classical risk model
- On a nonparametric estimator for ruin probability in the classical risk model
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