Recursions and fast Fourier transforms for a new bivariate aggregate claims model (Q4576877)
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scientific article; zbMATH DE number 6901185
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| English | Recursions and fast Fourier transforms for a new bivariate aggregate claims model |
scientific article; zbMATH DE number 6901185 |
Statements
Recursions and fast Fourier transforms for a new bivariate aggregate claims model (English)
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11 July 2018
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compound distributions
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Panjer's recursions
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aliasing error
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change of measure
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0.9098965
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0.86073995
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0.85919905
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0.8580494
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0.8547345
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0.84999585
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0.84691525
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0.8436159
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