Fast Fourier transform for multivariate aggregate claims (Q1655369)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast Fourier transform for multivariate aggregate claims |
scientific article |
Statements
Fast Fourier transform for multivariate aggregate claims (English)
0 references
9 August 2018
0 references
insurance model
0 references
multivariate aggregate claims
0 references
fast Fourier transform
0 references
discretization
0 references
aliasing error
0 references
exponential tilting
0 references
