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Article: Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model
Title | Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model |
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Authors | |
Keywords | Cut-off selection Fourier (inversion) transform Risk bound Ruin probability |
Issue Date | 2013 |
Publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ime |
Citation | Insurance: Mathematics and Economics, 2013, v. 53 n. 1, p. 24-35 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/198099 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Zhang, Z | en_US |
dc.contributor.author | Yang, H | en_US |
dc.date.accessioned | 2014-06-25T02:47:08Z | - |
dc.date.available | 2014-06-25T02:47:08Z | - |
dc.date.issued | 2013 | en_US |
dc.identifier.citation | Insurance: Mathematics and Economics, 2013, v. 53 n. 1, p. 24-35 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/198099 | - |
dc.language | eng | en_US |
dc.publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ime | - |
dc.relation.ispartof | Insurance: Mathematics and Economics | en_US |
dc.rights | NOTICE: this is the author’s version of a work that was accepted for publication in Insurance: Mathematics and Economics. Changes esulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Insurance: Mathematics and Economics, 2013, v. 53 n. 1, p. 24-35. DOI: 10.1016/j.insmatheco.2013.04.004 | - |
dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
dc.subject | Cut-off selection | - |
dc.subject | Fourier (inversion) transform | - |
dc.subject | Risk bound | - |
dc.subject | Ruin probability | - |
dc.title | Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model | en_US |
dc.type | Article | en_US |
dc.identifier.email | Yang, H: hlyang@hkusua.hku.hk | en_US |
dc.identifier.authority | Yang, H=rp00826 | en_US |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.1016/j.insmatheco.2013.04.004 | en_US |
dc.identifier.scopus | eid_2-s2.0-84877796560 | - |
dc.identifier.hkuros | 229400 | en_US |
dc.identifier.volume | 53 | en_US |
dc.identifier.spage | 24 | en_US |
dc.identifier.epage | 35 | en_US |
dc.identifier.isi | WOS:000322803700003 | - |