Prediction of components in random sums (Q2397965)

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Prediction of components in random sums
scientific article

    Statements

    title
    Prediction of components in random sums (English)
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    author
    Muneya Matsui
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    publication date
    14 August 2017
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    zbMATH Keywords
    random sums
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    prediction
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    conditional moments
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    Panjer recursion
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    Fourier transform
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    Lévy processes
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    cites work
    Q3331506
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    Q5737381
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    Q4343010
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    Q5538132
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    Q4229047
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    Stopped Random Walks
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    Q2774021
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    Q3216039
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    Q5342244
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    Q3256936
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    Q4230625
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    Q4937701
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    Q5598980
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    Q4135799
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    Q3376041
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    Identifiers

    Mathematics Subject Classification ID
    60G25
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    60G50
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    62M20
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    60G51
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    65C60
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    zbMATH DE Number
    6760012
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    OpenAlex ID
    W2963688566
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    arXiv ID
    1504.07058
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