Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform? (Q3339141)
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scientific article
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English | Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform? |
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Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform? (English)
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1984
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aggregate claim distribution
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compound Poisson distribution
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recursive method
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fast Fourier transform
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