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Article: On a nonparametric estimator for ruin probability in the classical risk model

TitleOn a nonparametric estimator for ruin probability in the classical risk model
Authors
Zhang, ZYang, HYang, H
Keywordsasymptotic normality
bias
Fourier transform
kernel
ruin probability
variance
Issue Date2014
PublisherTaylor & Francis Scandinavia. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp
Citation
Scandinavian Actuarial Journal, 2014, v. 2014 n. 4, p. 309-338 How to Cite?
DOI: http://dx.doi.org/10.1080/03461238.2012.691427
Persistent Identifierhttp://hdl.handle.net/10722/198105
ISSN
0346-1238
2023 Impact Factor: 1.6
2023 SCImago Journal Rankings: 0.967
ISI Accession Number ID
WOS:000333884000002

 

DC FieldValueLanguage
dc.contributor.authorZhang, Zen_US
dc.contributor.authorYang, Hen_US
dc.contributor.authorYang, Hen_US
dc.date.accessioned2014-06-25T02:47:09Z-
dc.date.available2014-06-25T02:47:09Z-
dc.date.issued2014en_US
dc.identifier.citationScandinavian Actuarial Journal, 2014, v. 2014 n. 4, p. 309-338en_US
dc.identifier.issn0346-1238-
dc.identifier.urihttp://hdl.handle.net/10722/198105-
dc.languageengen_US
dc.publisherTaylor & Francis Scandinavia. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp-
dc.relation.ispartofScandinavian Actuarial Journalen_US
dc.rightsThis is an Accepted Manuscript of an article published by Taylor & Francis in Scandinavian Actuarial Journal on 18 Jun 2012, available online: http://wwww.tandfonline.com/10.1080/03461238.2012.691427-
dc.subjectasymptotic normality-
dc.subjectbias-
dc.subjectFourier transform-
dc.subjectkernel-
dc.subjectruin probability-
dc.subjectvariance-
dc.titleOn a nonparametric estimator for ruin probability in the classical risk modelen_US
dc.typeArticleen_US
dc.identifier.emailYang, H: hlyang@hku.hken_US
dc.identifier.authorityYang, H=rp00826en_US
dc.description.naturepostprint-
dc.identifier.doi10.1080/03461238.2012.691427en_US
dc.identifier.scopuseid_2-s2.0-84897911850-
dc.identifier.hkuros229406en_US
dc.identifier.volume2014en_US
dc.identifier.issue4-
dc.identifier.spage309en_US
dc.identifier.epage338en_US
dc.identifier.isiWOS:000333884000002-
dc.publisher.placeSweden-
dc.identifier.issnl0346-1238-

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