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• W2891979483 abstract "In this paper, we study the statistical estimation of the Gerber–Shiu function in the compound Poisson risk model perturbed by diffusion. This problem has been solved in [32] by the Fourier–Sinc series expansion method. Different from [32], we use the Laguerre series to expand the Gerber–Shiu function and propose a relevant estimator. The estimator is easily computed and has fast convergence rate. Various simulation studies are presented to confirm that the estimator performs well when the sample size is finite." @default.
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• W2891979483 date "2019-01-01" @default.
• W2891979483 modified "2023-10-18" @default.
• W2891979483 title "Estimating the Gerber–Shiu function in the perturbed compound Poisson model by Laguerre series expansion" @default.
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• W2891979483 doi "https://doi.org/10.1016/j.jmaa.2018.09.033" @default.
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