Fast Fourier transform for multivariate aggregate claims (Q1655369)
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scientific article; zbMATH DE number 6915448
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast Fourier transform for multivariate aggregate claims |
scientific article; zbMATH DE number 6915448 |
Statements
Fast Fourier transform for multivariate aggregate claims (English)
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9 August 2018
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insurance model
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multivariate aggregate claims
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fast Fourier transform
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discretization
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aliasing error
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exponential tilting
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