Pages that link to "Item:Q1028538"
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The following pages link to Panjer recursion versus FFT for compound distributions (Q1028538):
Displayed 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)