Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
Yasutaka Shimizu, Zhimin Zhang
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Shimizu, Yasutaka ; Zhang, Zhimin |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 74.2017, p. 84-98
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| Subject: | Lévy risk model | Gerber–Shiu function | Fourier inversion | L2-consistency | Estimation | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Risikomodell | Risk model | Schätzung |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.02.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712403