Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (Q2866297)
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scientific article; zbMATH DE number 6238146
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model |
scientific article; zbMATH DE number 6238146 |
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Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (English)
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13 December 2013
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risk model perturbed by diffusions
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expected discounted penalty function
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Laplace transform
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empirical estimator
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regularized inversion
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