Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion
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Publication:1624625
DOI10.1016/J.CAM.2018.07.003zbMath1405.62149OpenAlexW2865337094MaRDI QIDQ1624625
Publication date: 16 November 2018
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2018.07.003
Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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