Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion (Q1726860): Difference between revisions

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+Q3560912
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+Fourier-cosine method for Gerber-Shiu functions
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+Fourier-cosine method for ruin probabilities
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+A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
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+On the Time Value of Ruin
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+On semiparametric estimation of ruin probabilities in the classical risk model
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+Nonparametric estimation of the finite time ruin probability in the classical risk model
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+Estimating the Gerber–Shiu function by Fourier–Sinc series expansion
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+APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION
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+A new efficient method for estimating the Gerber–Shiu function in the classical risk model
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+Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model
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+On a nonparametric estimator for ruin probability in the classical risk model
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