Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (Q2866297): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/03461238.2010.523515 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2036826520 / rank | |||
Normal rank | |||
Revision as of 21:17, 19 March 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
