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"Fourier-cosine method for ruin probabilities."

Kwok-Wing Chau, Sheung Chi Phillip Yam, Hailiang Yang (2015)

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DOI: 10.1016/J.CAM.2014.12.014

access: open

type: Journal Article

metadata version: 2021-02-16

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Kwok-Wing Chau, Sheung Chi Phillip Yam, Hailiang Yang:
Fourier-cosine method for ruin probabilities. J. Comput. Appl. Math. 281: 94-106 (2015)

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