Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion
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Publication:1726860
DOI10.1016/j.spl.2018.11.015zbMath1450.62133MaRDI QIDQ1726860
Zhimin Zhang, Yang Yang, Wen Su
Publication date: 20 February 2019
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2018.11.015
62G07: Density estimation
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
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