Speedy convolution algorithms and Panjer recursions for phase-type distributions
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Publication:2507950
DOI10.1016/j.insmatheco.2005.08.009zbMath1133.91448MaRDI QIDQ2507950
Publication date: 5 October 2006
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.08.009
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