Pages that link to "Item:Q5743539"
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The following pages link to Computing the Gerber–Shiu function by frame duality projection (Q5743539):
Displaying 14 items.
- Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method (Q830102) (← links)
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
- On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Interval estimation of the ruin probability in the classical compound Poisson risk model (Q2291329) (← links)
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
- Valuing equity-linked death benefits in general exponential Lévy models (Q2332688) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
- Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion (Q5078054) (← links)
- Spline local basis methods for nonparametric density estimation (Q6158228) (← links)
