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Список цитирования публикации:
NONPARAMETRIC ESTIMATION OF THE RUIN PROBABILITY FOR GENERALIZED RISK PROCESSES

Элементы 1—7 из 7.

ID	Название публикации	Год
4081	NON-PARAMETRIC ESTIMATION OF THE GERBER-SHIU FUNCTION FOR THE WIENER-POISSON RISK MODEL	2012
4809	ON A GENERALIZATION FROM RUIN TO DEFAULT IN A LEVY INSURANCE RISK MODEL	2013
6975	ON THE FINITE-TIME NONRUIN PROBABILITY OF AN INSURANCE COMPANY WITH INVESTMENTS IN THE FINANCIAL (B, S)-MARKET	2012
6979	ESTIMATION OF THE EXPECTED DISCOUNTED PENALTY FUNCTION FOR LÉVY INSURANCE RISKS	2011
7005	CONVERGENCE AND ASYMPTOTIC VARIANCE OF BOOTSTRAPPED FINITE-TIME RUIN PROBABILITIES WITH PARTLY SHIFTED RISK PROCESSES	2009
7016	STOCHASTIC SUCCESSIVE APPROXIMATION METHOD FOR ASSESSING THE INSOLVENCY RISK OF AN INSURANCE COMPANY	2008
7017	ROBUSTNESS ANALYSIS AND CONVERGENCE OF EMPIRICAL FINITE-TIME RUIN PROBABILITIES AND ESTIMATION RISK SOLVENCY MARGIN	2008