Nonparametric estimation for a spectrally negative Lévy process based on high frequency data
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
Reference19 articles.
1. Ruin Probabilities;Asmussen,2010
2. Non-parametric estimators for the probability of ruin;Croux,1990
3. Nonparametric estimation of the probability of ruin;Frees;Astin Bull.,1986
4. Estimators and bootstrap confidence intervals for ruin probabilities;Hipp;Astin Bull.,1989
5. On a nonparametric estimator for ruin probability in the classical risk model;Zhang;Scand. Actuar. J.,2014
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