Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation (Q3372056): Difference between revisions
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Property / author: Rudolf Grübel / rank | |||
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Property / author: Rudolf Grübel / rank | |||
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Property / cites work: Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor W. S. Jewell on the occasion of his 60th birthday / rank | |||
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Property / cites work: Q3026011 / rank | |||
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Property / cites work: Aspects of risk theory / rank | |||
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Property / cites work: Q5691136 / rank | |||
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Property / full work available at URL: https://doi.org/10.2143/ast.30.2.504638 / rank | |||
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Latest revision as of 10:29, 30 July 2024
scientific article
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English | Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation |
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Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation (English)
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17 February 2006
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total claim size distribution
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ruin probabilities
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discretization
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acceleration of convergence
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