Estimating the time value of ruin in a Lévy risk model under low-frequency observation (Q2138620): Difference between revisions

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+Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation
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+Nonparametric estimation for a spectrally negative Lévy process based on high frequency data
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+Fourier-cosine method for Gerber-Shiu functions
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+Fourier-cosine method for ruin probabilities
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+Nonparametric estimation for pure jump Lévy processes based on high frequency data
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+A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
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+On semiparametric estimation of ruin probabilities in the classical risk model
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+Nonparametric estimation of ruin probabilities given a random sample of claims
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+Two-Dimensional Fourier Cosine Series Expansion Method for Pricing Financial Options
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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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+Asymptotic Statistics
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+Statistical estimation for some dividend problems under the compound Poisson risk model
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+Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion
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+Interval estimation of the ruin probability in the classical compound Poisson risk model
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+APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE 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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+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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