Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform? (Q3339141)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform? |
scientific article |
Statements
Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform? (English)
0 references
1984
0 references
aggregate claim distribution
0 references
compound Poisson distribution
0 references
recursive method
0 references
fast Fourier transform
0 references
