✦ LIBER ✦

ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS

✍ Scribed by Laurent Denis; Begoña Fernández; Ana Meda

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Nonparametric Estimation of the Ruin Pro

✍ Bening, V. E.; Korolev, V. Yu. 📂 Article 📅 2003 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 191 KB

Exponential inequalities for ruin probab

✍ H.J. Furrer; H. Schmidli 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 992 KB

Estimation of Parameters for Diffusion P

✍ Yasutaka Shimizu; Nakahiro Yoshida 📂 Article 📅 2006 🏛 Springer Netherlands 🌐 English ⚖ 447 KB

Ruin probability for correlated negative

✍ Ying-hui Dong 📂 Article 📅 2009 🏛 SP Editorial Committee of Applied Mathematics - A 🌐 English ⚖ 143 KB

Estimates for the finite-time ruin proba

✍ Min Zhou, Kai-yong Wang, Yue-bao Wang 📂 Article 📅 2012 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 229 KB

Cramér-Lundberg approximations for ruin

✍ H. Schmidli 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 767 KB