A Fourier-cosine method for finite-time ruin probabilities (Q2038248)
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scientific article; zbMATH DE number 7368196
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Fourier-cosine method for finite-time ruin probabilities |
scientific article; zbMATH DE number 7368196 |
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A Fourier-cosine method for finite-time ruin probabilities (English)
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6 July 2021
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Lévy subordinator
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ruin probabilities
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Fourier-cosine method
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numerical integration
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algebraic index
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Gibbs phenomenon
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rearrangement inequality
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