Fourier-cosine method for finite-time Gerber-Shiu functions (Q4997380)
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scientific article; zbMATH DE number 7364336
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| English | Fourier-cosine method for finite-time Gerber-Shiu functions |
scientific article; zbMATH DE number 7364336 |
Statements
Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (English)
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29 June 2021
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Lévy subordinator
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Gerber-Shiu functions
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Fourier-cosine method
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numerical integration
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algebraic index
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Gibbs phenomenon
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0.9180684089660645
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0.8194507360458374
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0.7605573534965515
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0.7579776644706726
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