Recursions and fast Fourier transforms for a new bivariate aggregate claims model (Q4576877)
From MaRDI portal
scientific article; zbMATH DE number 6901185
Language | Label | Description | Also known as |
---|---|---|---|
English | Recursions and fast Fourier transforms for a new bivariate aggregate claims model |
scientific article; zbMATH DE number 6901185 |
Statements
Recursions and fast Fourier transforms for a new bivariate aggregate claims model (English)
0 references
11 July 2018
0 references
compound distributions
0 references
Panjer's recursions
0 references
aliasing error
0 references
change of measure
0 references
0 references
0 references