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Computing the Gerber–Shiu function by frame duality projection - MaRDI portal

Computing the Gerber–Shiu function by frame duality projection (Q5743539)

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scientific article; zbMATH DE number 7053413
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English
Computing the Gerber–Shiu function by frame duality projection
scientific article; zbMATH DE number 7053413

    Statements

    title
    Computing the Gerber–Shiu function by frame duality projection (English)
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    publication date
    10 May 2019
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    zbMATH Keywords
    Lévy risk model
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    Gerber-Shiu function
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    frame duality projection
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    Fourier transform
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    cites work

    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60G51
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    60K10
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    zbMATH DE Number
    7053413
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    OpenAlex ID
    W2904277698
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    Wikidata QID
    Q128724954
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