Pages that link to "Item:Q3372056"
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The following pages link to Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation (Q3372056):
Displaying 15 items.
- Numerical algorithms for Panjer recursion by applying Bernstein approximation (Q384623) (← links)
- Uniform error bounds for a continuous approximation of non-negative random variables (Q453280) (← links)
- Error bounds in approximations of random sums using gamma-type operators (Q998259) (← links)
- Panjer recursion versus FFT for compound distributions (Q1028538) (← links)
- Strategies for computation of compound distributions with two-sided severities (Q1074284) (← links)
- Fast Fourier transform for multivariate aggregate claims (Q1655369) (← links)
- On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution (Q1742721) (← links)
- Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (Q1930460) (← links)
- Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform (Q2218825) (← links)
- De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information (Q2404539) (← links)
- Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts (Q2507609) (← links)
- Speedy convolution algorithms and Panjer recursions for phase-type distributions (Q2507950) (← links)
- EXPANSION IN BELL POLYNOMIALS OF THE DISTRIBUTION OF THE TOTAL CLAIM AMOUNT WITH WEIBULL-DISTRIBUTED CLAIM SIZES (Q3542094) (← links)
- COMPARISON OF APPROXIMATIONS FOR COMPOUND POISSON PROCESSES (Q4563751) (← links)
- Measuring marginal risk contributions in credit portfolios (Q5400661) (← links)
