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

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Revision as of 04:13, 5 March 2024

scientific article
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Fast Fourier transform for multivariate aggregate claims
scientific article

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    Fast Fourier transform for multivariate aggregate claims (English)
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    9 August 2018
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    insurance model
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    multivariate aggregate claims
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    fast Fourier transform
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    discretization
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    aliasing error
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    exponential tilting
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