References
- Frank, S. (1993). Numerical methods based on sinc and analytic functions. New York: Springer-Verlag.
- Gerber, H. U. (1970). An extension of the renewal equation and its application in the collective theory of risk. Scandinavian Actuarial Journal 1970, 205–210.
- Gerber, H. U. & Landry, B. (1998). On the discounted penalty at ruin in a jump-diffusion and the perpetual put option. Insurance: Mathematics and Economics 22, 263–276.
- Gerber, H. U. & Shiu, E. S. W. (1998). On the time value of ruin. North American Actuarial Journal 2, 48–78.
- Li, S. & Garrido, J. (2005). The Gerber--Shiu function in a Sparre Andersen risk process perturbed by diffusion. Scandinavian Actuarial Journal 2005, 161–186.
- Masiello, E. (2014). On semiparametric estimation of ruin probabilities in the classical risk model. Scandinavian Actuarial Journal 2014, 283–308.
- Mnatsakanov, R., Ruymgaart, L. L. & Ruymgaart, F. H. (2008). Nonparametric estimation of ruin probabilities given a random sample of claims. Mathematical Methods of Statistics 17, 35–43.
- Morales, M. (2007). On the expected discounted penalty function for perturbed risk process driven by a subordinator. Insurance: Mathematics and Economics 40, 293–301.
- Politis, K. (2003). Semiparametric estimation for non-ruin probabilities. Scandinavian Actuarial Journal 2003, 75–96.
- Shimizu, Y. (2009). A new aspect of a risk process and its statistical inference. Insurance: Mathematics and Economics 44, 70–77.
- Shimizu, Y. (2011). Estimation of the expected discounted penalty function for Lévy insurance risks. Mathematical Methods of Statistics 20, 125–149.
- Shimizu, Y. (2012). Nonparametric estimation of the Gerber-Shiu function for the Winer-Poisson risk model. Scandinavian Actuarial Journal 2012, 56–69.
- Tsai, C. C. L. (2001). On the discounted distribution functions of the surplus process perturbed by diffusion. Insurance: Mathematics and Economics 28, 401–419.
- Tsai, C. C. L. (2003). On the expectations of the present values of the time of ruin perturbed by diffusion. Insurance: Mathematics and Economics 32, 413–429.
- Tsai, C. C. L. & Willmot, G. E. (2002). A generalized defective renewal equation for the surplus process perturbed by diffusion. Insurance: Mathematics and Economics 30, 51–66.
- van der Vaart, A. W. (1998). Asymptotic statistics. Cambridge: Cambridge University Press.
- Zhang, Z. (2016). Nonparametric estimation of the finite time ruin probability in the classical risk model. Sandinavian Actuarial Journal in Press.
- Zhang, Z., Yang, H. & Li, S. (2011). The perturbed compound poisson risk model with two-sided jumps. Journal of Computational and Applied Mathematics 233, 1773–1784.
- Zhang, Z. & Yang, H. (2011). Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times. Journal of Computational and Applied Mathematics 235, 1189–1204.
- Zhang, Z., Yang, H. & Yang, H. (2014). On a nonparametric estimator for ruin probability in the classical risk model. Scandinavian Actuarial Journal 2014, 309–338.
- Zhang, Z. & Yang, H. (2013). Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model. Insurance: Mathematics and Economics 53, 24–35.
- Zhang, Z. & Yang, H. (2014). Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation. Insurance: Mathematics and Economics 59, 168–177.