Threshold Estimation for a Spectrally Negative Lévy Process

by Honglong You, Chuncun Yin
Published 2020-01-01

Non-Parametric Threshold Estimation for the Wiener–Poisson Risk Model

by Honglong You, Yuan Gao
Published 2019-06-01

Nonparametric Estimation of the Ruin Probability in the Classical Compound Poisson Risk Model

by Yuan Gao, Lingju Chen, Jiancheng Jiang, Honglong You
Published 2020-11-01