Approximating The Density Of The Time To Ruin Via Fourier-Cosine Series Expansion
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Cited by:
- Zan Yu & Lianzeng Zhang, 2024. "Computing the Gerber-Shiu function with interest and a constant dividend barrier by physics-informed neural networks," Papers 2401.04378, arXiv.org.
- Wenguang Yu & Yaodi Yong & Guofeng Guan & Yujuan Huang & Wen Su & Chaoran Cui, 2019. "Valuing Guaranteed Minimum Death Benefits by Cosine Series Expansion," Mathematics, MDPI, vol. 7(9), pages 1-15, September.
- Xie, Jiayi & Zhang, Zhimin, 2020. "Statistical estimation for some dividend problems under the compound Poisson risk model," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 101-115.
- Yunyun Wang & Wenguang Yu & Yujuan Huang & Xinliang Yu & Hongli Fan, 2019. "Estimating the Expected Discounted Penalty Function in a Compound Poisson Insurance Risk Model with Mixed Premium Income," Mathematics, MDPI, vol. 7(3), pages 1-25, March.
- Chunwei Wang & Naidan Deng & Silian Shen, 2022. "Numerical Method for a Perturbed Risk Model with Proportional Investment," Mathematics, MDPI, vol. 11(1), pages 1-27, December.
- Xie, Jiayi & Zhang, Zhimin, 2021. "Finite-time dividend problems in a Lévy risk model under periodic observation," Applied Mathematics and Computation, Elsevier, vol. 398(C).
- Yang, Yang & Su, Wen & Zhang, Zhimin, 2019. "Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion," Statistics & Probability Letters, Elsevier, vol. 146(C), pages 147-155.
- Wen Su & Yunyun Wang, 2021. "Estimating the Gerber-Shiu Function in Lévy Insurance Risk Model by Fourier-Cosine Series Expansion," Mathematics, MDPI, vol. 9(12), pages 1-18, June.
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