Showing 1 - 10 of 33
Numerical evaluation of compound distributions is an important task in insurance mathematics and quantitative risk management. In practice, both recursive methods as well as transform based techniques are widely used. We give a survey of these tools, point out the respective merits and provide...
Persistent link: https://www.econbiz.de/10010759344
Persistent link: https://www.econbiz.de/10003470262
Persistent link: https://www.econbiz.de/10011847418
Persistent link: https://www.econbiz.de/10004845328
Persistent link: https://www.econbiz.de/10001762730
Persistent link: https://www.econbiz.de/10001689212
Persistent link: https://www.econbiz.de/10001882115
Persistent link: https://www.econbiz.de/10002934295
Persistent link: https://www.econbiz.de/10002081632
Persistent link: https://www.econbiz.de/10002086148