finite time survival probability
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A Multinomial Approximation Approach for the Finite Time Survival Probability Under the Markov-modulated Risk Model

Methodology And Computing In Applied Probability ◽

10.1007/s11009-021-09897-z ◽

2021 ◽

Author(s):

Jingchao Li ◽

Bihao Su ◽

Zhenghong Wei ◽

Ciyu Nie

Keyword(s):

Survival Probability ◽

Finite Time ◽

Risk Model ◽

Approximation Approach ◽

Finite Time Survival Probability ◽

Markov Modulated

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On a nonparametric estimator for the finite time survival probability with zero initial surplus

Acta Mathematicae Applicatae Sinica English Series ◽

10.1007/s10255-016-0601-x ◽

2016 ◽

Vol 32 (3) ◽

pp. 739-754

Author(s):

Zhi-min Zhang ◽

Hai-liang Yang ◽

Hu Yang

Keyword(s):

Survival Probability ◽

Finite Time ◽

Nonparametric Estimator ◽

Finite Time Survival Probability

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Finite-time survival probability and credit default swaps pricing under geometric Lévy markets

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2013.04.003 ◽

2013 ◽

Vol 53 (1) ◽

pp. 14-23 ◽

Cited By ~ 6

Author(s):

Xuemiao Hao ◽

Xuan Li ◽

Yasutaka Shimizu

Keyword(s):

Survival Probability ◽

Finite Time ◽

Credit Default Swaps ◽

Credit Default ◽

Finite Time Survival Probability

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Nonparametric Estimation of the Finite-Time Survival Probability with Zero Initial Capital in the Classical Risk Model

Methodology And Computing In Applied Probability ◽

10.1007/s11009-011-9212-4 ◽

2011 ◽

Vol 14 (4) ◽

pp. 919-936 ◽

Cited By ~ 3

Author(s):

Li Qin ◽

Susan M. Pitts

Keyword(s):

Nonparametric Estimation ◽

Survival Probability ◽

Finite Time ◽

Risk Model ◽

Classical Risk Model ◽

Initial Capital ◽

Finite Time Survival Probability ◽

The Classical Risk Model

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finite time survival probabilityRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

A Multinomial Approximation Approach for the Finite Time Survival Probability Under the Markov-modulated Risk Model

On a nonparametric estimator for the finite time survival probability with zero initial surplus

Finite-time survival probability and credit default swaps pricing under geometric Lévy markets

Nonparametric Estimation of the Finite-Time Survival Probability with Zero Initial Capital in the Classical Risk Model

finite time survival probability
Recently Published Documents