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Abstracts of the 71st American Diabetes Association Scientific Sessions. June 24-28, 2011. San Diego, California, USA. [PDF]
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Estimating the Gerber–Shiu function in a Lévy risk model by Laguerre series expansion
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Zhang, Zhimin, Su, Wen
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Gerber–Shiu function for the discrete inhomogeneous claim case
International Journal of Computer Mathematics, 2012The discrete time risk model with non-identically distributed claims is investigated. Finite and infinite time recursive Gerber–Shiu functions are considered and the algorithm of calculation guidelines is written. Examples of ruin probability and Gerber–Shiu function behaviour are shown.
Eugenija Bieliauskienė, Jonas Šiaulys
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On the generalized Gerber–Shiu function for surplus processes with interest
Insurance: Mathematics and Economics, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Li, Shuanming, Lu, Yi
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Computing the Gerber–Shiu function by frame duality projection
Scandinavian Actuarial Journal, 2018Inspired by some works of Kirkby, J. L. [2015. Efficient option pricing by frame duality with the fast Fourier transform. SIAM Journal on Financial Mathematics 6(1), 713–747; 2016.
Wenyuan Wang, Zhimin Zhang
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