Panjer recursion versus FFT for compound distributions
Year of publication: |
2009
|
---|---|
Authors: | Embrechts, Paul ; Frei, Marco |
Published in: |
Computational Statistics. - Springer. - Vol. 69.2009, 3, p. 497-508
|
Publisher: |
Springer |
Subject: | Panjer recursion | Fast Fourier transform | Compound distributions | Risk management |
-
Panjer recursion versus FFT for compound distributions
Embrechts, Paul, (2009)
-
A simple compound scan statistic useful for modeling insurance and risk management problems
Koutras, Vasileios M., (2016)
-
Denuit, Michel, (2019)
- More ...
-
Panjer recursion versus FFT for compound distributions
Embrechts, Paul, (2009)
-
Panjer recursion versus FFT for compound distributions
Embrechts, Paul, (2009)
-
Panjer recursion versus FFT for compound distributions
Embrechts, Paul, (2009)
- More ...