Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation (Q3372056)

From MaRDI portal





scientific article; zbMATH DE number 5007213
Language Label Description Also known as
default for all languages
No label defined
    English
    Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation
    scientific article; zbMATH DE number 5007213

      Statements

      Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation (English)
      0 references
      0 references
      0 references
      17 February 2006
      0 references
      total claim size distribution
      0 references
      ruin probabilities
      0 references
      discretization
      0 references
      acceleration of convergence
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references