Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (Q2866297): Difference between revisions

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+https://doi.org/10.1080/03461238.2010.523515
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+W2036826520
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@@ Property / cites work @@
+Nonparametric Estimation of the Ruin Probability for Generalized Risk Processes
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+On a generalization of the Gerber-Shiu function to path-dependent penalties
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+Regularized inversion of noisy Laplace transforms
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+Nonparametric estimators for the probability of ruin
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+Empirical bounds for ruin probabilities
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+Publication:2866297