Computing the Gerber–Shiu function by frame duality projection (Q5743539): Difference between revisions

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+On a generalization of the Gerber-Shiu function to path-dependent penalties
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+Fourier-cosine method for ruin probabilities
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+Fourier-cosine method for Gerber-Shiu functions
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+An introduction to frames and Riesz bases
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+On the Time Value of Ruin
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+On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
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+On ruin for the Erlang \((n)\) risk process
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+On a general class of renewal risk process: analysis of the Gerber-Shiu function
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+Analysis of a defective renewal equation arising in ruin theory
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+The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
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+Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
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+On the approximation power of convolution-based least squares versus interpolation
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