Speedy convolution algorithms and Panjer recursions for phase-type distributions
| Year of publication: |
2006
|
|---|---|
| Authors: | Hipp, Christian |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 38.2006, 1, p. 176-188
|
| Publisher: |
Elsevier |