Pages that link to "Item:Q2050919"
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The following pages link to Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919):
Displaying 9 items.
- Finite-time dividend problems in a Lévy risk model under periodic observation (Q2242128) (← links)
- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion (Q5078054) (← links)
- Computing the Gerber–Shiu function by frame duality projection (Q5743539) (← links)
- Infinite series expansion of some finite-time dividend and ruin related functions (Q6082449) (← links)
- Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← links)
- Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)
