A new method for evaluating the distribution of aggregate claims (Q2495976)

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scientific article; zbMATH DE number 5037936
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    A new method for evaluating the distribution of aggregate claims
    scientific article; zbMATH DE number 5037936

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      A new method for evaluating the distribution of aggregate claims (English)
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      30 June 2006
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      direct approximation of convolution and counting distributions
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      desired level of accuracy
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      alternative method to recursion and fast Fourier transform
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