Zhang, Bo; Liu, Chaolin; Yu, Wenguang; Li, Jing Nonparametric estimation of ruin probability by a new method in the perturbed compound Poisson model. (Chinese. English summary) Zbl 07809946 Chin. J. Appl. Probab. Stat. 39, No. 5, 643-658 (2023). MSC: 62P05 PDFBibTeX XMLCite \textit{B. Zhang} et al., Chin. J. Appl. Probab. Stat. 39, No. 5, 643--658 (2023; Zbl 07809946) Full Text: DOI
Dussap, Florian Nonparametric estimation of the expected discounted penalty function in the compound Poisson model. (English) Zbl 1493.62165 Electron. J. Stat. 16, No. 1, 2124-2174 (2022). MSC: 62G05 62P05 91G70 PDFBibTeX XMLCite \textit{F. Dussap}, Electron. J. Stat. 16, No. 1, 2124--2174 (2022; Zbl 1493.62165) Full Text: DOI Link
Cheurfa, Fatah; Takhedmit, Baya; Ouazine, Sofiane; Abbas, Karim Functional sensitivity analysis of ruin probability in the classical risk models. (English) Zbl 1485.91054 Scand. Actuar. J. 2021, No. 10, 936-968 (2021). MSC: 91B05 PDFBibTeX XMLCite \textit{F. Cheurfa} et al., Scand. Actuar. J. 2021, No. 10, 936--968 (2021; Zbl 1485.91054) Full Text: DOI
Su, Wen; Shi, Benxuan; Wang, Yunyun Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion. (English) Zbl 07529979 Commun. Stat., Theory Methods 49, No. 23, 5686-5708 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{W. Su} et al., Commun. Stat., Theory Methods 49, No. 23, 5686--5708 (2020; Zbl 07529979) Full Text: DOI
You, Honglong; Yin, Chuncun Threshold estimation for a spectrally negative Lévy process. (English) Zbl 1459.60102 Math. Probl. Eng. 2020, Article ID 3561089, 12 p. (2020). MSC: 60G51 62M09 PDFBibTeX XMLCite \textit{H. You} and \textit{C. Yin}, Math. Probl. Eng. 2020, Article ID 3561089, 12 p. (2020; Zbl 1459.60102) Full Text: DOI
You, Honglong; Guo, Junyi; Jiang, Jiancheng Interval estimation of the ruin probability in the classical compound Poisson risk model. (English) Zbl 1504.62162 Comput. Stat. Data Anal. 144, Article ID 106890, 15 p. (2020). MSC: 62P05 62G05 60K10 91B05 PDFBibTeX XMLCite \textit{H. You} et al., Comput. Stat. Data Anal. 144, Article ID 106890, 15 p. (2020; Zbl 1504.62162) Full Text: DOI
Wang, Yunyun; Yu, Wenguang; Huang, Yujuan Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income. (English) Zbl 1453.91040 Discrete Dyn. Nat. Soc. 2019, Article ID 5071268, 18 p. (2019). MSC: 91B05 60K10 62P05 PDFBibTeX XMLCite \textit{Y. Wang} et al., Discrete Dyn. Nat. Soc. 2019, Article ID 5071268, 18 p. (2019; Zbl 1453.91040) Full Text: DOI
Zhang, Zhimin; Su, Wen Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion. (English) Zbl 1405.62149 J. Comput. Appl. Math. 346, 133-149 (2019). MSC: 62P05 60G51 91B30 PDFBibTeX XMLCite \textit{Z. Zhang} and \textit{W. Su}, J. Comput. Appl. Math. 346, 133--149 (2019; Zbl 1405.62149) Full Text: DOI
Su, Wen; Yong, Yaodi; Zhang, Zhimin Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion. (English) Zbl 1402.91216 J. Math. Anal. Appl. 469, No. 2, 705-729 (2019). MSC: 91B30 62P05 62G05 60J70 PDFBibTeX XMLCite \textit{W. Su} et al., J. Math. Anal. Appl. 469, No. 2, 705--729 (2019; Zbl 1402.91216) Full Text: DOI
You, Honglong; Cai, Chunhao Nonparametric estimation for a spectrally negative Lévy process based on high frequency data. (English) Zbl 1402.62262 J. Comput. Appl. Math. 345, 196-205 (2019). MSC: 62P05 62G05 60G51 91B30 PDFBibTeX XMLCite \textit{H. You} and \textit{C. Cai}, J. Comput. Appl. Math. 345, 196--205 (2019; Zbl 1402.62262) Full Text: DOI
Zhang, Zhimin; Su, Wen A new efficient method for estimating the Gerber-Shiu function in the classical risk model. (English) Zbl 1416.91229 Scand. Actuar. J. 2018, No. 5, 426-449 (2018). MSC: 91B30 60K10 62G05 62P05 PDFBibTeX XMLCite \textit{Z. Zhang} and \textit{W. Su}, Scand. Actuar. J. 2018, No. 5, 426--449 (2018; Zbl 1416.91229) Full Text: DOI
Cai, Chunhao; Chen, Nan; You, Honglong Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation. (English) Zbl 1391.62193 J. Comput. Appl. Math. 328, 432-442 (2018). MSC: 62P05 60G51 62G05 62N05 91B30 PDFBibTeX XMLCite \textit{C. Cai} et al., J. Comput. Appl. Math. 328, 432--442 (2018; Zbl 1391.62193) Full Text: DOI
Zhang, Zhimin Estimating the Gerber-Shiu function by Fourier-Sinc series expansion. (English) Zbl 1402.91219 Scand. Actuar. J. 2017, No. 10, 898-919 (2017). MSC: 91B30 60K10 62P05 62F12 PDFBibTeX XMLCite \textit{Z. Zhang}, Scand. Actuar. J. 2017, No. 10, 898--919 (2017; Zbl 1402.91219) Full Text: DOI
Zhang, Zhimin; Yang, Hailiang; Yang, Hu On a nonparametric estimator for ruin probability in the classical risk model. (English) Zbl 1401.91217 Scand. Actuar. J. 2014, No. 4, 309-338 (2014). MSC: 91B30 62G05 62G20 62P05 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Scand. Actuar. J. 2014, No. 4, 309--338 (2014; Zbl 1401.91217) Full Text: DOI Link
Zhang, Zhimin; Yang, Hailiang Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation. (English) Zbl 1306.91088 Insur. Math. Econ. 59, 168-177 (2014). MSC: 91B30 60G51 62G05 PDFBibTeX XMLCite \textit{Z. Zhang} and \textit{H. Yang}, Insur. Math. Econ. 59, 168--177 (2014; Zbl 1306.91088) Full Text: DOI Link
Feng, Runhuan; Shimizu, Yasutaka On a generalization from ruin to default in a Lévy insurance risk model. (English) Zbl 1307.91096 Methodol. Comput. Appl. Probab. 15, No. 4, 773-802 (2013). MSC: 91B30 60G51 60J45 PDFBibTeX XMLCite \textit{R. Feng} and \textit{Y. Shimizu}, Methodol. Comput. Appl. Probab. 15, No. 4, 773--802 (2013; Zbl 1307.91096) Full Text: DOI
Zhang, Zhimin; Yang, Hailiang Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model. (English) Zbl 1284.62245 Insur. Math. Econ. 53, No. 1, 24-35 (2013). MSC: 62G05 62G20 91B30 60G51 PDFBibTeX XMLCite \textit{Z. Zhang} and \textit{H. Yang}, Insur. Math. Econ. 53, No. 1, 24--35 (2013; Zbl 1284.62245) Full Text: DOI Link
Qin, Li; Pitts, Susan M. Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model. (English) Zbl 1416.62590 Methodol. Comput. Appl. Probab. 14, No. 4, 919-936 (2012). MSC: 62P05 60K10 62G05 62G20 91B30 PDFBibTeX XMLCite \textit{L. Qin} and \textit{S. M. Pitts}, Methodol. Comput. Appl. Probab. 14, No. 4, 919--936 (2012; Zbl 1416.62590) Full Text: DOI