Concerning the use of Laguerre Polynomials for Inversion of Laplace Transforms in Risk Theory

DOI10.1007/BF02810155MaRDI QIDQ4143941zbMATH OpenOpenAlexFDO

Authors Gregory Clive Taylor

Publication date 1977

Published in Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02810155

Mathematics Subject Classification ID

Laplace transform (44A10) Probability distributions: general theory (60E05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• A note on the use of Laguerre polynomials in the inversion of Laplace transforms
• Eine neue Methode zur Berechnung der Ruinwahrscheinlichkeit mittels Laguerre-Entwicklung
• scientific article; zbMATH DE number 3312403 (Why is no real title available?)
• scientific article; zbMATH DE number 3316446 (Why is no real title available?)
• scientific article; zbMATH DE number 3333061 (Why is no real title available?)
• On the radius of convergence of an inverted Taylor series with particular reference to the solution of characteristic equations
• The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t)

Cited in

(1)

• Comparison of approximations for compound Poisson processes

This page was built for publication: Concerning the use of Laguerre Polynomials for Inversion of Laplace Transforms in Risk Theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4143941)