Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform? (Q3339141)
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scientific article; zbMATH DE number 3872524
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| English | Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform? |
scientific article; zbMATH DE number 3872524 |
Statements
Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform? (English)
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1984
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aggregate claim distribution
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compound Poisson distribution
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recursive method
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fast Fourier transform
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0.8727163076400757
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0.8682407736778259
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0.8174262046813965
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0.8019568920135498
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0.7975117564201355
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