Computing compound distributions faster!

DOI10.1016/S0167-6687(97)00002-4zbMath1065.65502OpenAlexW3123617811MaRDI QIDQ1381156

M. A. J. Smith, P. W. den Iseger, Rommert Dekker

Publication date: 5 May 1999

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(97)00002-4

Mathematics Subject Classification ID

Related Items (5)

Loss data analysis: analysis of the sample dependence in density reconstruction by maxentropic methods ⋮ Numerical algorithms for Panjer recursion by applying Bernstein approximation ⋮ Approximations for the \(M/GI/N +GI\) type call center ⋮ BALKING AND RENEGING IN M/G/s SYSTEMS EXACT ANALYSIS AND APPROXIMATIONS ⋮ Some Analytical and Numerical Bounds on the Renewal Function

Uses Software

• GAUSS

Cites Work

• Practical aspects of stop-loss calculations
• Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform?
• On the solution of renewal-type integral equations
• Unnamed Item

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