Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion
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Publication:1799152
DOI10.1016/j.jmaa.2018.09.033zbMath1402.91216MaRDI QIDQ1799152
Wen Su, Zhimin Zhang, Yaodi Yong
Publication date: 18 October 2018
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.09.033
62P05: Applications of statistics to actuarial sciences and financial mathematics
62G05: Nonparametric estimation
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
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