Fast Fourier transform for multivariate aggregate claims (Q1655369): Difference between revisions

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+https://doi.org/10.1007/s40314-016-0336-6
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+Q4838168
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+Panjer recursion versus FFT for compound distributions
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+Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation
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+Q4004281
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+Recursions and fast Fourier transforms for a new bivariate aggregate claims model
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+Q3127236
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+Q4679848
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+Q4685260
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+Efficient And Precise Computation Of Convolutions: Applying Fft To Heavy Tailed Distributions
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+Recursions for Convolutions and Compound Distributions with Insurance Applications
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+Discrete Fourier Analysis
@@ Property / cites work: Discrete Fourier Analysis / rank @@
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+Publication:1655369