Panjer recursion versus FFT for compound distributions

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Publication:1028538


DOI10.1007/s00186-008-0249-2zbMath1205.91081MaRDI QIDQ1028538

Paul Embrechts, Marco Frei

Publication date: 6 July 2009

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/20787



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