Pages that link to "Item:Q2038248"
From MaRDI portal
The following pages link to A Fourier-cosine method for finite-time ruin probabilities (Q2038248):
Displaying 11 items.
- Fourier-cosine method for Gerber-Shiu functions (Q2347108) (← links)
- Fourier-cosine method for ruin probabilities (Q2515094) (← links)
- Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
- The finite element method: A high‐performing approach for computing the probability of ruin and solving other ruin‐related problems (Q5015759) (← links)
- Finite-time ruin probabilities using bivariate Laguerre series (Q5881715) (← links)
- Infinite series expansion of some finite-time dividend and ruin related functions (Q6082449) (← links)
- Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
- Nonparametric estimation of some dividend problems in the perturbed compound Poisson model (Q6163061) (← links)
- The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions (Q6164844) (← 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)