A new efficient method for estimating the Gerber-Shiu function in the classical risk model
Year of publication: |
February-June 2018
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Authors: | Zhang, Zhimin ; Su, Wen |
Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2018, 5, p. 426-449
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Subject: | Gerber-Shiu function | Laguerre series | estimate | simulation | classical risk model | Risikomodell | Risk model | Schätztheorie | Estimation theory | Simulation |
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