Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (Q2866297): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:25, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model |
scientific article |
Statements
Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (English)
0 references
13 December 2013
0 references
risk model perturbed by diffusions
0 references
expected discounted penalty function
0 references
Laplace transform
0 references
empirical estimator
0 references
regularized inversion
0 references
