Concerning the use of Laguerre Polynomials for Inversion of Laplace Transforms in Risk Theory
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Publication:4143941
DOI10.1007/BF02810155zbMath0367.60020MaRDI QIDQ4143941
Publication date: 1977
Published in: Blätter der DGVFM (Search for Journal in Brave)
62P05: Applications of statistics to actuarial sciences and financial mathematics
60E05: Probability distributions: general theory
44A10: Laplace transform
Cites Work
- A note on the use of Laguerre polynomials in the inversion of Laplace transforms
- On the radius of convergence of an inverted Taylor series with particular reference to the solution of characteristic equations
- Eine neue Methode zur Berechnung der Ruinwahrscheinlichkeit mittels Laguerre-Entwicklung
- The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t)
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