HIGHLIGHTS
- who: Honglong You and Yuan Gao from the School of Statistics, Qufu Normal University, Qufu, China have published the research work: Non-Parametric Threshold Estimation for the Wiener-Poisson Risk Model, in the Journal: (JOURNAL)
- what: In this paper, we use the threshold estimation technique and regularized Laplace inversion technique to constructed an estimator of survival probability for the Wiener-Poisson risk model.
SUMMARY
Let S={St }t≥0 with S0=0 be a compound Poisson process defined as Nt St= ∑ γi, t ≥ 0, i=1 where { Nt }t≥0 is . . .
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