Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the expected discounted penalty function for Lévy insurance risks |
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Estimation of the expected discounted penalty function for Lévy insurance risks (English)
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13 March 2015
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Lévy risk process
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discrete observations
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expected discounted penalty function
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regularized Laplace inversion
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ISE-consistency
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