A new efficient method for estimating the Gerber-Shiu function in the classical risk model (Q4583612)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6930171
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A new efficient method for estimating the Gerber-Shiu function in the classical risk model |
scientific article; zbMATH DE number 6930171 |
Statements
A new efficient method for estimating the Gerber–Shiu function in the classical risk model (English)
0 references
31 August 2018
0 references
Gerber-Shiu function
0 references
Laguerre series
0 references
estimate
0 references
simulation
0 references
classical risk model
0 references
0 references
0 references
0 references
0 references
0 references
0.8723909854888916
0 references
0.851055383682251
0 references
0.8458476662635803
0 references
0.8417145013809204
0 references
0.8225269317626953
0 references
