Fast Fourier transform for multivariate aggregate claims (Q1655369)

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Fast Fourier transform for multivariate aggregate claims
scientific article

    Statements

    title
    Fast Fourier transform for multivariate aggregate claims (English)
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    author
    Raluca Vernic
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    publication date
    9 August 2018
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    91B30
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    65T50
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    91G60
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    zbMATH DE Number
    6915448
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