A generalization of Panjer’s recursion and numerically stable risk aggregation
| Year of publication: |
2010
|
|---|---|
| Authors: | Gerhold, Stefan ; Schmock, Uwe ; Warnung, Richard |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 14.2010, 1, p. 81-128
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| Publisher: |
Springer |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008491566