Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625): Difference between revisions

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-.1016/j.cam.2018.07.003
@@ Property / DOI: 10.1016/j.cam.2018.07.003 / rank @@
-Normal rank
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+On the Time Value of Ruin
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+The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes
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+Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model
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+Estimation of the expected discounted penalty function for Lévy insurance risks
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+Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model
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+Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
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+What is a Sobolev space for the Laguerre function systems?
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+A new efficient method for estimating the Gerber–Shiu function in the classical risk model
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+.1016/J.CAM.2018.07.003
@@ Property / DOI: 10.1016/J.CAM.2018.07.003 / rank @@
+Normal rank