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Yifan Shi
Southern University of Science and Technology
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1.
A Fourier-Cosine Method for Finite-Time Ruin Probabilities
Insurance: Mathematics and Economics, Forthcoming
Number of pages: 38
Posted: 30 Apr 2021
Wing Yan Lee
,
Xiaolong Li
,
Fangda Liu
,
Fangda Liu
, Yifan Shi and
S. C. P. Yam
The Hang Seng University of Hong Kong - Department of Mathematics and Statistics, Southern University of Science and Technology, University of Waterloo - Department of Statistics and Actuarial ScienceGeorgia State University, Southern University of Science and Technology and The Chinese University of Hong Kong. Department of Statistics
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