Estimating the Gerber–Shiu function by Fourier–Sinc series expansion
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Cites work
- scientific article; zbMATH DE number 435359 (Why is no real title available?)
- scientific article; zbMATH DE number 3364606 (Why is no real title available?)
- A generalized defective renewal equation for the surplus process perturbed by diffusion.
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- Asymptotic Statistics
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- Non-parametric estimation of the Gerber-Shiu function for the Wiener-Poisson risk model
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- Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation
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- Semiparametric Estimation for Non-Ruin Probabilities
- The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
- The perturbed compound Poisson risk model with two-sided jumps
Cited in
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- Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion
- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
- The Gerber-Shiu discounted penalty function: a review from practical perspectives
- Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion
- Non-parametric estimation of the Gerber-Shiu function for the Wiener-Poisson risk model
- Fourier-cosine method for Gerber-Shiu functions
- Nonparametric estimation for derivatives of compound distribution
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income
- Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion
- Fourier-cosine method for finite-time Gerber-Shiu functions
- Interval estimation of the ruin probability in the classical compound Poisson risk model
- Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion
- Nonparametric estimation of ruin probability by a new method in the perturbed compound Poisson model
- A new efficient method for estimating the Gerber-Shiu function in the classical risk model
- Moment and polynomial bounds for ruin-related quantities in risk theory
- On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy
- Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model
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