Pages that link to "Item:Q4036292"
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The following pages link to Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor W. S. Jewell on the occasion of his 60th birthday (Q4036292):
Displaying 17 items.
- Uniform error bounds for a continuous approximation of non-negative random variables (Q453280) (← links)
- A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (Q898973) (← links)
- On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities (Q931177) (← links)
- Error bounds in approximations of random sums using gamma-type operators (Q998259) (← links)
- Nonparametric estimation of ruin probabilities given a random sample of claims (Q1019521) (← links)
- Computing the extremal index of special Markov chains and queues (Q1382480) (← links)
- Decompounding: an estimation problem for Poisson random sums. (Q1434004) (← links)
- Dependent defaults and losses with factor copula models (Q1648673) (← links)
- Fast Fourier transform for multivariate aggregate claims (Q1655369) (← links)
- Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (Q1930460) (← links)
- Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
- The fast Fourier transform algorithm in ruin theory for the classical risk model (Q2895130) (← links)
- The distribution of compound sums of Pareto distributed losses (Q3077725) (← links)
- Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation (Q3372056) (← links)
- Efficient And Precise Computation Of Convolutions: Applying Fft To Heavy Tailed Distributions (Q3516382) (← links)
- On a nonparametric estimator for ruin probability in the classical risk model (Q4576854) (← links)
- A Functional Approach to Approximations for the Individual Risk Model (Q5490571) (← links)
