Pages that link to "Item:Q1624625"

The following pages link to Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625):

Displaying 16 items.

• Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
• Numerical analysis of incompressible wormhole propagation with mass-preserving characteristic mixed finite element procedure (Q2066204) (← links)
• Nonparametric estimation of the expected discounted penalty function in the compound Poisson model (Q2137791) (← links)
• Riemann-Hilbert problems and soliton solutions of nonlocal reverse-time NLS hierarchies (Q2156669) (← links)
• Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
• On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
• Threshold estimation for a spectrally negative Lévy process (Q2193334) (← links)
• Interval estimation of the ruin probability in the classical compound Poisson risk model (Q2291329) (← links)
• Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
• Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
• Valuing guaranteed equity-linked contracts by Laguerre series expansion (Q2424940) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Bäcklund transformation, infinite number of conservation laws and fission properties of an integro-differential model for ocean internal solitary waves (Q6055317) (← links)
• (Q6121715) (← links)
• Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
• On the dual risk model with Parisian implementation delays under a mixed dividend strategy (Q6163062) (← links)