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- W2564008138 abstract "In this paper, we consider the nonparametric estimation of the Gerber–Shiu function in a compound Poisson risk model perturbed by diffusion. We present a more efficient estimator based on Fourier–Sinc series expansion. Our estimator is easily computed and has a faster convergence rate. Some simulation examples are provided to show that the estimator performs well when the sample size is finite." @default.
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- W2564008138 date "2016-12-22" @default.
- W2564008138 modified "2023-10-18" @default.
- W2564008138 title "Estimating the Gerber–Shiu function by Fourier–Sinc series expansion" @default.
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- W2564008138 doi "https://doi.org/10.1080/03461238.2016.1268541" @default.
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