Cite
Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model.
MLA
Su, Wen, and Yaodi Yong. “Estimating a VaR-Type Ruin Measure by Laguerre Series Expansion in Classical Compound Poisson Risk Model.” Statistics & Probability Letters, vol. 205, Feb. 2024, p. N.PAG. EBSCOhost, https://doi.org/10.1016/j.spl.2023.109962.
APA
Su, W., & Yong, Y. (2024). Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model. Statistics & Probability Letters, 205, N.PAG. https://doi.org/10.1016/j.spl.2023.109962
Chicago
Su, Wen, and Yaodi Yong. 2024. “Estimating a VaR-Type Ruin Measure by Laguerre Series Expansion in Classical Compound Poisson Risk Model.” Statistics & Probability Letters 205 (February): N.PAG. doi:10.1016/j.spl.2023.109962.