Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion (Q5078054)

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scientific article; zbMATH DE number 7529979
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Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion
scientific article; zbMATH DE number 7529979

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    Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion (English)
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    20 May 2022
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    a risk model with stochastic income
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    Gerber-Shiu function
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    Laguerre expansion
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    estimate
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    simulation
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