重庆大学主页平台管理系统 zhangzhimin--Home-- Nonparametric estimation for the ruin probability in a Levy risk model under low-frequency observation

张志民

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Supervisor of Doctorate Candidates

Supervisor of Master's Candidates

School/Department:数学与统计学院

Gender:Male

Contact Information:zmzhang@cqu.edu.cn

Status:Employed

Alma Mater:重庆大学

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Nonparametric estimation for the ruin probability in a Levy risk model under low-frequency observation

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Affiliation of Author(s):数学与统计学院

Journal:INSURANCE MATHEMATICS & ECONOMICS

Key Words:Levy risk model; Ruin probability; Estimator; Fourier transform; Low-frequency

Co-author:Yang Hailiang

First Author:张志民

Indexed by:Journal paper

Document Code:131386

Volume:59

Page Number:10

ISSN No.:0167-6687

Translation or Not:no

Date of Publication:2014-01-01

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