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Fourier-cosine method for Gerber-Shiu functions - MaRDI portal

Fourier-cosine method for Gerber-Shiu functions (Q2347108)

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Fourier-cosine method for Gerber-Shiu functions
scientific article

    Statements

    title
    Fourier-cosine method for Gerber-Shiu functions (English)
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    author
    K. W. Chau
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    Sheung Chi Phillip Yam
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    Hailiang Yang
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    publication date
    26 May 2015
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    zbMATH Keywords
    Gerber-Shiu functions
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    Lévy subordinator
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    Fourier-cosine method
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    Sobolev embedding theorem
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    harmonic analysis
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    91B30
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    65T40
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    42A10
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    60E10
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    zbMATH DE Number
    6440019
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    OpenAlex ID
    W2017385320
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