Eine neue Methode zur Berechnung der Ruinwahrscheinlichkeit mittels Laguerre-Entwicklung

DOI10.1007/BF02809740zbMath0321.62107MaRDI QIDQ4082916

Felix C. Pfenninger

Publication date: 1974

Published in: Blätter der DGVFM (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Approximation by polynomials (41A10)

Related Items (5)

COMPARISON OF APPROXIMATIONS FOR COMPOUND POISSON PROCESSES ⋮ A note on the use of Laguerre polynomials in the inversion of Laplace transforms ⋮ Concerning the use of Laguerre Polynomials for Inversion of Laplace Transforms in Risk Theory ⋮ Lösung der Integro-Differentialgleichung für die Berechnung der Ruinwahrscheinlichkeit von Versicherungen ⋮ Ruin probability with claim distribution depending on time

Cites Work

• What is the Laplace Transform?
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