Pages that link to "Item:Q1028538"

The following pages link to Panjer recursion versus FFT for compound distributions (Q1028538):

Displaying 26 items.

• A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (Q898973) (← links)
• Fast Fourier transform for multivariate aggregate claims (Q1655369) (← links)
• On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution (Q1742721) (← links)
• Collective loss reserving with two types of claims in motor third party liability insurance (Q1743928) (← links)
• Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (Q1930460) (← links)
• Implementable coupling of Lévy process and Brownian motion (Q2239264) (← links)
• Determination of the distribution of total loss from the fractional moments of its exponential (Q2250237) (← links)
• Orthogonal polynomial expansions to evaluate stop-loss premiums (Q2297085) (← links)
• On some compound distributions with Borel summands (Q2347076) (← links)
• Loss data analysis: analysis of the sample dependence in density reconstruction by maxentropic methods (Q2374105) (← links)
• Prediction of components in random sums (Q2397965) (← links)
• Delta operators, power series distributions and recursions for compound sums (Q2660485) (← links)
• On a fuzzy discretization of continuous distributions with applications to risk models (Q2686548) (← links)
• EXPANSIONS FOR MOMENTS OF COMPOUND POISSON DISTRIBUTIONS (Q2844473) (← links)
• A continuous-time model for claims reserving (Q2939949) (← links)
• Implementing loss distribution approach for operational risk (Q3103153) (← links)
• COMPARISON OF APPROXIMATIONS FOR COMPOUND POISSON PROCESSES (Q4563751) (← links)
• Recursions and fast Fourier transforms for a new bivariate aggregate claims model (Q4576877) (← links)
• Moment-based density approximations for aggregate losses (Q4576966) (← links)
• Tail Moments of Compound Distributions (Q5043474) (← links)
• EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES (Q5045343) (← links)
• Operational risk quantified with spectral risk measures: a refined closed-form approximation (Q5234353) (← links)
• Aggregating Risks with Partial Dependence Information (Q5379244) (← links)
• Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development (Q5379248) (← links)
• Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach (Q5742901) (← links)
• Risk aggregation with FGM copulas (Q6171947) (← links)