Estimating the Gerber–Shiu Function in the Two-Sided Jumps Risk Model by Laguerre Series Expansion
In this paper, we consider an insurance risk model with two-sided jumps, where downward and upward jumps typically represent claim amounts and random gains, respectively. We use the Laguerre series to expand the Gerber–Shiu function and estimate it based on observed information. Moreover, we show th...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI
2023
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| Subjects: | |
| Online Access: | View Fulltext in Publisher View in Scopus |