Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion
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Publication:5078054
DOI10.1080/03610926.2019.1620782OpenAlexW2947425020WikidataQ127794735 ScholiaQ127794735MaRDI QIDQ5078054
Wen Su, Yunyun Wang, Benxuan Shi
Publication date: 20 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1620782
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The Gerber-Shiu discounted penalty function: a review from practical perspectives ⋮ Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income
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