Pages that link to "Item:Q2430254"
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The following pages link to A generalization of Panjer's recursion and numerically stable risk aggregation (Q2430254):
Displaying 13 items.
- Numerical algorithms for Panjer recursion by applying Bernstein approximation (Q384623) (← links)
- Modeling the effect of health: phase-type approach (Q487622) (← links)
- Finding efficient recursions for risk aggregation by computer algebra (Q953412) (← links)
- Proportional convergence and tail-cutting techniques in evaluating aggregate claim distributions (Q1333589) (← links)
- Risk aggregation in Solvency II through recursive log-normals (Q1681181) (← links)
- Analysis of an aggregate loss model in a Markov renewal regime (Q2242094) (← links)
- Determination of the distribution of total loss from the fractional moments of its exponential (Q2250237) (← links)
- Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
- Speedy convolution algorithms and Panjer recursions for phase-type distributions (Q2507950) (← links)
- Delta operators, power series distributions and recursions for compound sums (Q2660485) (← links)
- Implementing loss distribution approach for operational risk (Q3103153) (← links)
- Рекуррентные методы построения кумулятивных функций риска (Q3458013) (← links)
- Operational risk quantified with spectral risk measures: a refined closed-form approximation (Q5234353) (← links)
