Estimating the Gerber-Shiu function by Fourier-Sinc series expansion
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 |
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