Discussion on W. Hürlimann: error bounds for stop-loss premiums calculated with the Fast Fourier Transform
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Publication:3795119
DOI10.1080/03461238.1986.10413799zbMath0649.62101OpenAlexW1987078344MaRDI QIDQ3795119
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
Related Items (2)
A numerical approach to utility functions in risk theory ⋮ On approximating aggregate claims distributions and stop-loss premiums by truncation
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