Results 141 to 148 of about 182 (148)

A new efficient method for estimating the Gerber–Shiu function in the classical risk model

Scandinavian Actuarial Journal, 2018
Zhimin Zhang
exaly  

Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps

Stochastic Models, 2020
Zbigniew Palmowski, Eleni Vatamidou
exaly  

Estimating the Gerber–Shiu function in the perturbed compound Poisson model by Laguerre series expansion

Journal of Mathematical Analysis and Applications, 2019
Zhimin Zhang
exaly  

On the Gerber–Shiu function with random discount rate

Communications in Statistics - Theory and Methods, 2017
Nengxiang Ling
exaly  

Gerber–Shiu analysis with two-sided acceptable levels

Journal of Computational and Applied Mathematics, 2017
Ran Xu, Hailiang Yang, Jae-Kyung Woo
exaly  

Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion

Communications in Statistics - Theory and Methods, 2020
exaly  

Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier

Frontiers of Mathematics in China, 2014
exaly  

On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs

Acta Mathematica Sinica, English Series, 2010
exaly