Pages that link to "Item:Q4583612"

The following pages link to A new efficient method for estimating the Gerber–Shiu function in the classical risk model (Q4583612):

Displaying 19 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)
• 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)
• Threshold estimation for a spectrally negative Lévy process (Q2193334) (← links)
• Statistical estimation for some dividend problems under the compound Poisson risk model (Q2212164) (← 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)
• A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← 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)
• Finite-time ruin probabilities using bivariate Laguerre series (Q5881715) (← links)
• Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model (Q6152040) (← links)
• Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
• Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)