Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899): Difference between revisions

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+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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+Asymptotic Statistics
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+A decomposition of the ruin probability for the risk process perturbed by diffusion
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+https://doi.org/10.3103/s1066530711020037
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+W3124467522
@@ Property / OpenAlex ID: W3124467522 / rank @@
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