Pages that link to "Item:Q4577210"
From MaRDI portal
The following pages link to Estimating the Gerber–Shiu function by Fourier–Sinc series expansion (Q4577210):
Displaying 16 items.
- 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)
- On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← 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)
- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
- Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← 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)
- Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion (Q5014499) (← links)
- Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion (Q5078054) (← links)
- (Q6121715) (← links)
- Nonparametric estimation of some dividend problems in the perturbed compound Poisson model (Q6163061) (← links)