Nonparametric estimation of the expected discounted penalty function in the compound Poisson model (Q2137791)
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scientific article; zbMATH DE number 7524971
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| English | Nonparametric estimation of the expected discounted penalty function in the compound Poisson model |
scientific article; zbMATH DE number 7524971 |
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Nonparametric estimation of the expected discounted penalty function in the compound Poisson model (English)
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11 May 2022
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nonparametric estimator
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rate of estimation
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classical risk model
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Gerber-Shiu function
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Fourier inversion
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Laguerre series expansion
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0.7882897853851318
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0.7845273613929749
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0.7842913269996643
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0.7796627283096313
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0.7600626349449158
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