Fourier-cosine method for Gerber-Shiu functions
K. W. Chau; S. C. P. Yam; H. Yang
| Year of publication: |
2015
|
|---|---|
| Authors: | Chau, K. W. ; Yam, Sheung Chi Phillip ; Yang, H. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 61.2015, p. 170-180
|
| Subject: | Gerber-Shiu functions | Lévy subordinator | Fourier-cosine method | Sobolev embedding theorem | Harmonic analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010515895