Shimizu, Y. Estimation of the expected discounted penalty function for Lévy insurance risks. (English) Zbl 1308.62199 Math. Methods Stat. 20, No. 2, 125-149 (2011). MSC: 62P05 91B30 60G51 62G20 62M05 PDFBibTeX XMLCite \textit{Y. Shimizu}, Math. Methods Stat. 20, No. 2, 125--149 (2011; Zbl 1308.62199) Full Text: DOI
Shimizu, Ya. Statistical specification of jumps under semiparametric semimartingale models. (English) Zbl 1231.62155 Math. Methods Stat. 17, No. 3, 209-227 (2008). MSC: 62M09 62G08 60G48 62G20 62M05 PDFBibTeX XMLCite \textit{Ya. Shimizu}, Math. Methods Stat. 17, No. 3, 209--227 (2008; Zbl 1231.62155) Full Text: DOI