Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation (Q3372056)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation |
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Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation (English)
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17 February 2006
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total claim size distribution
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ruin probabilities
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discretization
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acceleration of convergence
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