Estimating the Gerber-Shiu function by Fourier-Sinc series expansion
Zhimin Zhang
| Year of publication: |
August-December 2017
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|---|---|
| Authors: | Zhang, Zhimin |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2017, 10, p. 898-919
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| Subject: | Gerber-Shiu function | estimator | Fourier-Sinc series | Fourier transform | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2016.1268541 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011848721