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Estimating the Gerber–Shiu function by Fourier–Sinc series expansion

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References

1998On the Time Value of Ruin786 cited
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2010Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model45 cited
2010Gerber–Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times41 cited
2003On the expectations of the present values of the time of ruin perturbed by diffusion41 cited
2013Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model34 cited
2012On a nonparametric estimator for ruin probability in the classical risk model33 cited
2008A new aspect of a risk process and its statistical inference33 cited

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2003Semiparametric Estimation for Non-Ruin Probabilities32 cited

2006On the expected discounted penalty function for a perturbed risk process driven by a subordinator30 cited

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2018Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion28 cited