Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856)
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scientific article; zbMATH DE number 6722899
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| English | Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus |
scientific article; zbMATH DE number 6722899 |
Statements
Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (English)
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24 May 2017
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Lévy risk model
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Gerber-Shiu function
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Fourier inversion
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\(L^2\)-consistency
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estimation
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0.8376273512840271
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0.8195387125015259
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0.8126837611198425
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0.8073406219482422
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0.7934412360191345
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