Nonparametric estimation of some dividend problems in the perturbed compound Poisson model
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Cites work
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- Fourier-cosine method for ruin probabilities
- scientific article; zbMATH DE number 3364606 (Why is no real title available?)
- Non-parametric estimation of the Gerber-Shiu function for the Wiener-Poisson risk model
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- Some Optimal Dividends Problems
- Statistical estimation for some dividend problems under the compound Poisson risk model
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- The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion.
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