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"Recursive approximating to the finite-time Gerber-Shiu function in ..."

Jiayi Xie, Zhimin Zhang (2022)

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DOI: 10.1016/J.CAM.2021.113703

access: closed

type: Journal Article

metadata version: 2023-11-18

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Jiayi Xie, Zhimin Zhang:
Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation. J. Comput. Appl. Math. 399: 113703 (2022)

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