Numerical inversions of characteristic functions

DOI10.1080/03461238.1975.10405087MaRDI QIDQ4072577zbMATH OpenOpenAlexFDO

Authors Harald Bohman

Publication date 1975

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1975.10405087

Mathematics Subject Classification ID

Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Probability distributions: general theory (60E05)

Cited in

(7)

• A solution to the ruin problem for Pareto distributions.
• Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique
• Practical approximations for multivariate characteristics of risk processes
• Multivariate phase-type theory for the site frequency spectrum
• Numerical inversion of characteristic functions
• scientific article; zbMATH DE number 7387537 (Why is no real title available?)
• On loss distributions from installment-repaid loans

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