Infinite series expansion of some finite-time dividend and ruin related functions (Q6082449): Difference between revisions

@@ Property / cites work @@
+A note on moments of dividends
@@ Property / cites work: A note on moments of dividends / rank @@
+Normal rank
@@ Property / cites work @@
+Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion
+Normal rank
@@ Property / cites work @@
+Phase-type Fitting of scale functions for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
+Normal rank
@@ Property / cites work @@
+Optimal Dividends
@@ Property / cites work: Optimal Dividends / rank @@
+Normal rank
@@ Property / cites work @@
+A Fourier-cosine method for finite-time ruin probabilities
+Normal rank
@@ Property / cites work @@
+The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
+Normal rank
@@ Property / cites work @@
+On a class of renewal risk models with a constant dividend barrier
+Normal rank
@@ Property / cites work @@
+The expected discounted penalty function: from infinite time to finite time
+Normal rank
@@ Property / cites work @@
+Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions
+Normal rank
@@ Property / cites work @@
+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+Finite-time dividend problems in a Lévy risk model under periodic observation
+Normal rank
@@ Property / cites work @@
+Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation
+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