Pages that link to "Item:Q2866297"

The following pages link to Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (Q2866297):

Displaying 27 items.

• Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← 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)
• Nonparametric estimation for a spectrally negative Lévy process based on high frequency data (Q1789705) (← links)
• Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion (Q1799152) (← links)
• Nonparametric estimation of the expected discounted penalty function in the compound Poisson model (Q2137791) (← links)
• Estimating the time value of ruin in a Lévy risk model under low-frequency observation (Q2138620) (← 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 Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
• Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation (Q2406315) (← links)
• Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model (Q2445988) (← links)
• On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)
• Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation (Q2514616) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Nonparametric estimation of the finite time ruin probability in the classical risk model (Q4575476) (← links)
• On a nonparametric estimator for ruin probability in the classical risk model (Q4576854) (← 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)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380) (← links)
• Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion (Q5078054) (← links)
• Nonparametric estimation of ruin probability by complex Fourier series expansion in the compound Poisson model (Q5093696) (← links)
• (Q5879927) (← links)
• (Q6121715) (← links)
• Nonparametric estimation of some dividend problems in the perturbed compound Poisson model (Q6163061) (← links)