Fourier inversion—distribution functions—long tails
From MaRDI portal
Publication:4765785
DOI10.1080/03461238.1974.10408660zbMath0279.60011MaRDI QIDQ4765785
Publication date: 1974
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1974.10408660
62E15: Exact distribution theory in statistics
60E05: Probability distributions: general theory
65T40: Numerical methods for trigonometric approximation and interpolation
Related Items
Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique, Practical approximations for multivariate characteristics of risk processes, Numerical inversion of characteristic functions