Pages that link to "Item:Q4997380"

The following pages link to Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380):

Displaying 7 items.

• A Fourier-cosine method for finite-time ruin probabilities (Q2038248) (← links)
• Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
• Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
• The valuation of American options with the stochastic liquidity risk and jump risk (Q6608229) (← links)
• Finite-time expected present value of operating costs until ruin in a bivariate risk model under periodic observation (Q6670086) (← links)