Fourier-Cosine Method for Finite-Time Gerber-Shiu Functions.

Xiaolong Li Yifan Shi Sheung Chi Phillip Yam Hailiang Yang

Published in: SIAM J. Sci. Comput. (2021)

Keyphrases

fourier series
significant improvement
dynamic programming
support vector machine svm
experimental evaluation
high accuracy
detection algorithm
detection method
synthetic data
classification method
segmentation method
high precision
objective function
support vector
segmentation algorithm