References

• 1998On the Time Value of Ruin786 cited
• 2013Optimal dividend problem with a terminal value for spectrally positive Lévy processes122 cited
• 2013Gerber–Shiu Risk Theory80 cited
• 2006On The Expected Discounted Penalty function for Lévy Risk Processes78 cited
• 2009Nonparametric estimation for pure jump Lévy processes based on high frequency data62 cited
• 2008Nonparametric estimation of ruin probabilities given a random sample of claims45 cited
• 2010Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model45 cited
• 2017A new efficient method for estimating the Gerber–Shiu function in the classical risk model37 cited

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