Fourier-cosine method for Gerber–Shiu functions

Published 2015 View Full Article

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Title
Fourier-cosine method for Gerber–Shiu functions
Authors
Keywords
Gerber–Shiu functions, Lévy subordinator, Fourier-cosine method, Sobolev embedding theorem, Harmonic analysis
Journal
INSURANCE MATHEMATICS & ECONOMICS
Volume 61, Issue -, Pages 170-180
Publisher
Elsevier BV
Online
2015-01-21
DOI
10.1016/j.insmatheco.2015.01.008

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