scientific article; zbMATH DE number 7809946
From MaRDI portal
Publication:6121715
DOI10.3969/J.ISSN.1001-4268.2023.05.002MaRDI QIDQ6121715
No author found.
Publication date: 27 February 2024
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cites Work
- Unnamed Item
- Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times
- Nonparametric estimation of ruin probabilities given a random sample of claims
- On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
- On the discounted distribution functions of the surplus process perturbed by diffusion.
- On the expectations of the present values of the time of ruin perturbed by diffusion.
- Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion
- Estimation of the expected discounted penalty function for Lévy insurance risks
- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
- Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation
- The perturbed compound Poisson risk model with two-sided jumps
- Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model
- On semiparametric estimation of ruin probabilities in the classical risk model
- Estimating the Gerber–Shiu function by Fourier–Sinc series expansion
- Semiparametric Estimation for Non-Ruin Probabilities
This page was built for publication:
