Calculating the Gerber-Shiu function for Sparre Andersen process via collocation method (Q7255808)

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scientific article; zbMATH DE number 8206152
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    Calculating the Gerber-Shiu function for Sparre Andersen process via collocation method
    scientific article; zbMATH DE number 8206152

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      Calculating the Gerber-Shiu function for Sparre Andersen process via collocation method (English)
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      Zan Yu
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      1 June 2026
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      Gerber-Shiu function
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      Sparre Andersen model
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      collocation method
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      convergence orders
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