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

@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+On the last exit times for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach
+Normal rank
@@ Property / cites work @@
+Optimal dividend problem with a terminal value for spectrally positive Lévy processes
+Normal rank
@@ Property / cites work @@
+On optimality of the barrier strategy for a general Lévy risk process
+Normal rank
@@ Property / cites work @@
+The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes
+Normal rank
@@ Property / cites work @@
+Gerber-Shiu risk theory
@@ Property / cites work: Gerber-Shiu risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+On semiparametric estimation of ruin probabilities in the classical risk model
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of ruin probabilities given a random sample of claims
+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 @@
+On a nonparametric estimator for 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 @@
+Nonparametric estimation of the finite time 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 @@
+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 @@
+Laplace Deconvolution on the Basis of Time Domain Data and its Application to Dynamic Contrast-Enhanced Imaging
+Normal rank
@@ Property / cites work @@
+Q5558293
@@ Property / cites work: Q5558293 / rank @@
+Normal rank
@@ Property / cites work @@
+What is a Sobolev space for the Laguerre function systems?
+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 @@
+Adaptive deconvolution of linear functionals on the nonnegative real line
+Normal rank
@@ Property / cites work @@
+On The Expected Discounted Penalty function for Lévy Risk Processes
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation for pure jump Lévy processes based on high frequency data
+Normal rank
@@ Property / cites work @@
+Q3998482
@@ Property / cites work: Q3998482 / rank @@
+Normal rank