Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion (Q5078054): Difference between revisions

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scientific article; zbMATH DE number 7529979

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English	Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion	scientific article; zbMATH DE number 7529979

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instance of

scholarly article

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title

Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion (English)

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Communications in Statistics - Theory and Methods

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publication date

20 May 2022

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zbMATH Keywords

a risk model with stochastic income

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Gerber-Shiu function

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Laguerre expansion

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estimate

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simulation

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610926.2019.1620782

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cites work

Q5558293

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Q4442928

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What is a Sobolev space for the Laguerre function systems?

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Q4496850

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A Note on Negative Customers, GI/G/1 Workload, and Risk Processes

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Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation

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Laplace Deconvolution on the Basis of Time Domain Data and its Application to Dynamic Contrast-Enhanced Imaging

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Nonparametric estimation in a multiplicative censoring model with symmetric noise

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Adaptive Laguerre density estimation for mixed Poisson models

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On the Time Value of Ruin

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A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model

0 references

Asymptotic properties of power variations of Lévy processes

0 references

The expected discounted penalty function under a risk model with stochastic income

0 references

Adaptive deconvolution of linear functionals on the nonnegative real line

0 references

On semiparametric estimation of ruin probabilities in the classical risk model

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Q4435489

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Q2825531

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Semiparametric Estimation for Non-Ruin Probabilities

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A new aspect of a risk process and its statistical inference

0 references

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

0 references

Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus

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Q3139836

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Q3998482

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Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion

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Risk process with random income

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Asymptotic Statistics

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Nonparametric estimation for a spectrally negative Lévy process based on high frequency data

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Computing the Gerber–Shiu function by frame duality projection

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Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income

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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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A new efficient method for estimating the Gerber–Shiu function in the classical risk model

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Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion

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On a nonparametric estimator for ruin probability 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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Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation

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Q3077838

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Identifiers

DOI

10.1080/03610926.2019.1620782

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5078054

@@ Property / cites work @@
+Q5558293
@@ Property / cites work: Q5558293 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4442928
@@ Property / cites work: Q4442928 / rank @@
+Normal rank
@@ Property / cites work @@
+What is a Sobolev space for the Laguerre function systems?
+Normal rank
@@ Property / cites work @@
+Q4496850
@@ Property / cites work: Q4496850 / rank @@
+Normal rank
@@ Property / cites work @@
+A Note on Negative Customers, GI/G/1 Workload, and Risk Processes
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation
+Normal rank
@@ Property / cites work @@
+Laplace Deconvolution on the Basis of Time Domain Data and its Application to Dynamic Contrast-Enhanced Imaging
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation in a multiplicative censoring model with symmetric noise
+Normal rank
@@ Property / cites work @@
+Adaptive Laguerre density estimation for mixed Poisson models
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of power variations of Lévy processes
+Normal rank
@@ Property / cites work @@
+The expected discounted penalty function under a risk model with stochastic income
+Normal rank
@@ Property / cites work @@
+Adaptive deconvolution of linear functionals on the nonnegative real line
+Normal rank
@@ Property / cites work @@
+On semiparametric estimation of ruin probabilities in the classical risk model
+Normal rank
@@ Property / cites work @@
+Q4435489
@@ Property / cites work: Q4435489 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2825531
@@ Property / cites work: Q2825531 / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric Estimation for Non-Ruin Probabilities
+Normal rank
@@ Property / cites work @@
+A new aspect of a risk process and its statistical inference
+Normal rank
@@ Property / cites work @@
+Estimation of the expected discounted penalty function for Lévy insurance risks
+Normal rank
@@ Property / cites work @@
+Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model
+Normal rank
@@ Property / cites work @@
+Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
+Normal rank
@@ Property / cites work @@
+Q3139836
@@ Property / cites work: Q3139836 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3998482
@@ Property / cites work: Q3998482 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion
+Normal rank
@@ Property / cites work @@
+Risk process with random income
@@ Property / cites work: Risk process with random income / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation for a spectrally negative Lévy process based on high frequency data
+Normal rank
@@ Property / cites work @@
+Computing the Gerber–Shiu function by frame duality projection
+Normal rank
@@ Property / cites work @@
+Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of the finite time ruin probability in the classical risk model
+Normal rank
@@ Property / cites work @@
+Estimating the Gerber–Shiu function by Fourier–Sinc series expansion
+Normal rank
@@ Property / cites work @@
+A new efficient method for estimating the Gerber–Shiu function in the classical risk model
+Normal rank
@@ Property / cites work @@
+Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion
+Normal rank
@@ Property / cites work @@
+On a nonparametric estimator for ruin probability in the classical risk model
+Normal rank
@@ Property / cites work @@
+Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation
+Normal rank
@@ Property / cites work @@
+Q3077838
@@ Property / cites work: Q3077838 / rank @@
+Normal rank