Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (Q2866297)
From MaRDI portal
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
0 references
0 references
0 references
0 references
