Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model
type: Item
instance of: scholarly article
title: Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model
zbMATH Open document ID: 1416.62590
author: Li Qin
author: Susan M. Pitts
published in: Methodology and Computing in Applied Probability
publication date: 2013-01-11T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6124591
zbMATH Keywords: finite-time survival probabilities
zbMATH Keywords: ruin time
zbMATH Keywords: functional central limit theorem
zbMATH Keywords: infinite-dimensional delta method
zbMATH Keywords: empirical processes
zbMATH Keywords: fast Fourier transform algorithm
MaRDI profile type: Publication
full work available at URL: s11009-011-9212-4
OpenAlex ID: W2056378333
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DOI: 10.1007/S11009-011-9212-4
description: scientific article; zbMATH DE number 6124591