Discussion on W. Hürlimann: error bounds for stop-loss premiums calculated with the Fast Fourier Transform

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Publication:3795119

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DOI10.1080/03461238.1986.10413799zbMath0649.62101OpenAlexW1987078344MaRDI QIDQ3795119

Bjoern Sundt

Publication date: 1986

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1986.10413799

zbMATH Keywords

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

A numerical approach to utility functions in risk theory ⋮ On approximating aggregate claims distributions and stop-loss premiums by truncation

Cites Work

Error bounds for stop-loss premiums calculated with the Fast Fourier Transform

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