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- Publisher Website: 10.1080/03461238.2012.691427
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Article: On a nonparametric estimator for ruin probability in the classical risk model
Title | On a nonparametric estimator for ruin probability in the classical risk model |
---|---|
Authors | |
Keywords | asymptotic normality bias Fourier transform kernel ruin probability variance |
Issue Date | 2014 |
Publisher | Taylor & 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? |
Persistent Identifier | http://hdl.handle.net/10722/198105 |
ISSN | 2023 Impact Factor: 1.6 2023 SCImago Journal Rankings: 0.967 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Zhang, Z | en_US |
dc.contributor.author | Yang, H | en_US |
dc.contributor.author | Yang, H | en_US |
dc.date.accessioned | 2014-06-25T02:47:09Z | - |
dc.date.available | 2014-06-25T02:47:09Z | - |
dc.date.issued | 2014 | en_US |
dc.identifier.citation | Scandinavian Actuarial Journal, 2014, v. 2014 n. 4, p. 309-338 | en_US |
dc.identifier.issn | 0346-1238 | - |
dc.identifier.uri | http://hdl.handle.net/10722/198105 | - |
dc.language | eng | en_US |
dc.publisher | Taylor & Francis Scandinavia. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp | - |
dc.relation.ispartof | Scandinavian Actuarial Journal | en_US |
dc.rights | This 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.subject | asymptotic normality | - |
dc.subject | bias | - |
dc.subject | Fourier transform | - |
dc.subject | kernel | - |
dc.subject | ruin probability | - |
dc.subject | variance | - |
dc.title | On a nonparametric estimator for ruin probability in the classical risk model | en_US |
dc.type | Article | en_US |
dc.identifier.email | Yang, H: hlyang@hku.hk | en_US |
dc.identifier.authority | Yang, H=rp00826 | en_US |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.1080/03461238.2012.691427 | en_US |
dc.identifier.scopus | eid_2-s2.0-84897911850 | - |
dc.identifier.hkuros | 229406 | en_US |
dc.identifier.volume | 2014 | en_US |
dc.identifier.issue | 4 | - |
dc.identifier.spage | 309 | en_US |
dc.identifier.epage | 338 | en_US |
dc.identifier.isi | WOS:000333884000002 | - |
dc.publisher.place | Sweden | - |
dc.identifier.issnl | 0346-1238 | - |