Nonparametric estimation of ruin probabilities given a random sample of claims (Q1019521): Difference between revisions

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+Robert M. Mnatsakanov
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+Frits H. Ruymgaart
@@ Property / author: Frits H. Ruymgaart / rank @@
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+MaRDI publication profile
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+Linear integral equations
@@ Property / cites work: Linear integral equations / rank @@
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+Q4416315
@@ Property / cites work: Q4416315 / rank @@
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@@ Property / cites work @@
+Q4865036
@@ Property / cites work: Q4865036 / rank @@
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@@ Property / cites work @@
+New quadrature formulas for the numerical inversion of the Laplace transform
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+The numerical calculation of<i>U</i>(<i>w, t</i>), the probability of non-ruin in an interval (0,<i>t</i>)
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+Numerical inversion of characteristic functions
@@ Property / cites work: Numerical inversion of characteristic functions / rank @@
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+Fourier/Laplace Transforms and Ruin Probabilities
@@ Property / cites work: Fourier/Laplace Transforms and Ruin Probabilities / rank @@
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+Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor W. S. Jewell on the occasion of his 60th birthday
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+Ultimate Ruin Probabilities for Generalized Gamma-Convolutions Claim Sizes
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+Regularized inversion of noisy Laplace transforms
@@ Property / cites work: Regularized inversion of noisy Laplace transforms / rank @@
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+Q3817111
@@ Property / cites work: Q3817111 / rank @@
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