Computing Gerber-Shiu function in the classical risk model with interest using collocation method.
Zan YuLianzeng ZhangPublished in: CoRR (2023)
Keyphrases
- mathematical model
- statistical model
- prediction model
- cost function
- diffusion model
- linear model
- objective function
- modeling method
- prior information
- network model
- monte carlo simulation
- markov model
- detection method
- em algorithm
- probabilistic model
- prior knowledge
- distribution function
- tree structure
- theoretical analysis
- classification method
- sensitivity analysis
- regression analysis
- hybrid model
- gaussian function
- bayesian framework
- test data
- clustering method
- autoregressive
- parameter estimation
- evaluation model
- study proposes
- transfer function
- risk assessment
- error function
- piecewise constant
- classification algorithm
- high accuracy
- score function
- probability distribution
- recognition algorithm
- chance constrained programming
- classical methods
- feature selection
- input data
- hybrid method
- segmentation method
- petri net
- high order
- density function
- bp neural network
- closed form