Pages that link to "Item:Q3590744"
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The following pages link to Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model (Q3590744):
Displaying 12 items.
- On the expected discounted penalty function for the compound Poisson risk model with delayed claims (Q629500) (← links)
- An insurance risk model with stochastic volatility (Q659182) (← links)
- Approximations for the moments of ruin time in the compound Poisson model (Q998281) (← links)
- Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (Q1930460) (← links)
- Fourier-cosine method for Gerber-Shiu functions (Q2347108) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Minimising expected discounted capital injections by reinsurance in a classical risk model (Q2866283) (← links)
- Some notes on approximations for the deficit at ruin in the compound Poisson risk model (Q2895132) (← links)
- (Q3461206) (← links)
- (Q3462761) (← links)
- Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380) (← links)
- The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate (Q5077961) (← links)
