Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus |
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Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (English)
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24 May 2017
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Lévy risk model
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Gerber-Shiu function
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Fourier inversion
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\(L^2\)-consistency
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estimation
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