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math.PR2023
A tail estimate for empirical processes of multivariate Gaussian under general dependence
Wen Huo, Yasutaka Shimizu
In this paper, we discuss the convergence rate of empirical processes of Gaussian processes for a large class of function families. Our main goal is to show that the tail of the un…
math.PR2021
Confidence intervals of ruin probability under Lévy surplus
Yasutaka Shimizu
The aim of this paper is to construct the confidence interval of the ultimate ruin probability under the insurance surplus driven by a Lévy process. Assuming a parametric family fo…