Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model

Zhimin Zhang, Hailiang Yang

Research output: Contribution to journal › Article › peer-review

32 Citations (Scopus)
Plum Print visual indicator of research metrics
  • Citations
    • Citation Indexes: 32
  • Captures
    • Readers: 4
see details

Fingerprint

Dive into the research topics of 'Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model'. Together they form a unique fingerprint.

Mathematics

Economics, Econometrics and Finance