Concerning the use of Laguerre Polynomials for Inversion of Laplace Transforms in Risk Theory

DOI10.1007/BF02810155zbMath0367.60020OpenAlexW2016548476MaRDI QIDQ4143941

Gregory Clive Taylor

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1007/bf02810155

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability distributions: general theory (60E05) Laplace transform (44A10)

Related Items (1)

COMPARISON OF APPROXIMATIONS FOR COMPOUND POISSON PROCESSES

Cites Work

• A note on the use of Laguerre polynomials in the inversion of Laplace transforms
• On the radius of convergence of an inverted Taylor series with particular reference to the solution of characteristic equations
• Eine neue Methode zur Berechnung der Ruinwahrscheinlichkeit mittels Laguerre-Entwicklung
• The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t)
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