Pages that link to "Item:Q4036292"

The following pages link to Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor W. S. Jewell on the occasion of his 60th birthday (Q4036292):

Displayed 8 items.

• On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities (Q931177) ‎ (← links)
• Error bounds in approximations of random sums using gamma-type operators (Q998259) ‎ (← links)
• Nonparametric estimation of ruin probabilities given a random sample of claims (Q1019521) ‎ (← links)
• Computing the extremal index of special Markov chains and queues (Q1382480) ‎ (← links)
• Decompounding: an estimation problem for Poisson random sums. (Q1434004) ‎ (← links)
• The distribution of compound sums of Pareto distributed losses (Q3077725) ‎ (← links)
• Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation (Q3372056) ‎ (← links)
• A Functional Approach to Approximations for the Individual Risk Model (Q5490571) ‎ (← links)