Estimating the Gerber–Shiu function by Fourier–Sinc series expansion
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Publication:4577210
DOI10.1080/03461238.2016.1268541zbMath1402.91219MaRDI QIDQ4577210
Publication date: 17 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2016.1268541
62F12: Asymptotic properties of parametric estimators
62P05: Applications of statistics to actuarial sciences and financial mathematics
60K10: Applications of renewal theory (reliability, demand theory, etc.)
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