Pages that link to "Item:Q2261899"
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The following pages link to Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899):
Displayed 15 items.
- Approximation of the ruin probability using the scaled Laplace transform inversion (Q668180) (← links)
- Parametric inference for ruin probability in the classical risk model (Q680468) (← links)
- Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625) (← links)
- Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion (Q1726860) (← links)
- Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion (Q1799152) (← links)
- Statistical estimation for some dividend problems under the compound Poisson risk model (Q2212164) (← 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)
- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
- On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)
- Nonparametric estimation of the finite time ruin probability in the classical risk model (Q4575476) (← links)
- Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics (Q4576872) (← links)
- Estimating the Gerber–Shiu function by Fourier–Sinc series expansion (Q4577210) (← links)
- A new efficient method for estimating the Gerber–Shiu function in the classical risk model (Q4583612) (← links)
- Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380) (← links)