Computing Gerber-Shiu function in the classical risk model with interest using collocation method
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3708924 (Why is no real title available?)
- scientific article; zbMATH DE number 46301 (Why is no real title available?)
- A Direct Approach to the Discounted Penalty Function
- A new efficient method for estimating the Gerber-Shiu function in the classical risk model
- A numerical method for solving Volterra integral equations of the third kind by multistep collocation method
- Analysis of collocation methods for nonlinear Volterra integral equations of the third kind
- Approximating the density of the time to ruin via Fourier-cosine series expansion
- Collocation Methods for Volterra Integral and Related Functional Differential Equations
- Collocation and iterated collocation methods for a class of weakly singular Volterra integral equations
- Collocation methods for second-kind Volterra integral equations with weakly singular kernels
- Comparison Theorems and Integral Inequalities for Volterra Integral Equations
- Computing the Gerber-Shiu function by frame duality projection
- Computing the finite-time expected discounted penalty function for a family of Lévy risk processes
- Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion
- Estimating the Gerber–Shiu function by Fourier–Sinc series expansion
- Estimation of the expected discounted penalty function for Lévy insurance risks
- Fourier-cosine method for Gerber-Shiu functions
- Multistep collocation methods for Volterra integral equations
- Non-parametric estimation of the Gerber-Shiu function for the Wiener-Poisson risk model
- Nonparametric estimation of ruin probabilities given a random sample of claims
- On the Gerber-Shiu discounted penalty function for the ordinary renewal risk model with constant interest
- On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
- On the Time Value of Ruin
- On the expected discounted penalty function at ruin of a surplus process with interest.
- On the expected discounted penalty function for Lévy risk processes
- On the generalized Gerber-Shiu function for surplus processes with interest
- On the time and the number of claims when the surplus drops below a certain level
- Ruin estimates under interest force
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
- Super-convergence analysis of collocation methods for linear and nonlinear third-kind Volterra integral equations with non-compact operators
- The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
- The Gerber-Shiu discounted penalty function: a review from practical perspectives
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
- The risk model of the expected discounted penalty function with constant interest force
- Volterra integral equations. An introduction to theory and applications
This page was built for publication: Computing Gerber-Shiu function in the classical risk model with interest using collocation method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6947835)