A Deep Neural Network Approach to Solving for Seal’s Type Partial Integro-Differential Equation

Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion

(2021) Eric C. K. Cheung et al.   Scandinavian Actuarial Journal

Numerical solving of the generalized Black-Scholes differential equation using Laguerre neural network

(2021) Yinghao Chen et al.   DIGITAL SIGNAL PROCESSING

Optimally weighted loss functions for solving PDEs with Neural Networks

(2021) Remco van der Meer et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models

(2020) Blanka Horvath et al.   QUANTITATIVE FINANCE

Financial Option Valuation by Unsupervised Learning with Artificial Neural Networks

(2020) Beatriz Salvador et al.   Mathematics

Pricing options with exponential Lévy neural network

(2019) Jeonggyu Huh   EXPERT SYSTEMS WITH APPLICATIONS

Physics-informed neural networks: A deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations

(2018) M. Raissi et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Lower bound limit analysis by quadrilateral elements

(2017) Chunguang Li et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Ruin probabilities in classical risk models with gamma claims

(2017) Corina Constantinescu et al.   Scandinavian Actuarial Journal

A note on some joint distribution functions involving the time of ruin

(2016) David C.M. Dickson   INSURANCE MATHEMATICS & ECONOMICS

Estimating the Gerber–Shiu function by Fourier–Sinc series expansion

(2016) Zhimin Zhang   Scandinavian Actuarial Journal

Nonparametric estimation of the finite time ruin probability in the classical risk model

(2016) Zhimin Zhang   Scandinavian Actuarial Journal

On a partial integrodifferential equation of Seal’s type

(2015) Gordon E. Willmot   INSURANCE MATHEMATICS & ECONOMICS

Survival probabilities in a discrete semi-Markov risk model

(2014) Mi Chen et al.   APPLIED MATHEMATICS AND COMPUTATION

Computing finite-time survival probabilities using multinomial approximations of risk models

(2013) M. Costabile et al.   Scandinavian Actuarial Journal

The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model

(2012) David C.M. Dickson   INSURANCE MATHEMATICS & ECONOMICS

Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model

(2010) Yasutaka Shimizu   Scandinavian Actuarial Journal

Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities

(2009) Claude Lefèvre et al.   METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY