Computing the Gerber-Shiu function by frame duality projection
Wenyuan Wang and Zhimin Zhang
| Year of publication: |
2019
|
|---|---|
| Authors: | Wang, Wenyuan ; Zhang, Zhimin |
| Subject: | Fourier transform | Frame duality projection | Gerber-Shiu function | Lévy risk model | Prospect Theory | Prospect theory | Projektmanagement | Project management | Risikomodell | Risk model | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2018.1557739 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194952