A generalization of Panjer’s recursion and numerically stable risk aggregation
| Year of publication: |
2009
|
|---|---|
| Authors: | Gerhold, Stefan ; Schmock, Uwe ; Warnung, Richard |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 14.2009, 1, p. 81-129
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