Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion (Q5078054)
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scientific article; zbMATH DE number 7529979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion |
scientific article; zbMATH DE number 7529979 |
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Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion (English)
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20 May 2022
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a risk model with stochastic income
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Gerber-Shiu function
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Laguerre expansion
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estimate
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simulation
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