Fast Fourier transform for multivariate aggregate claims
type: Item
instance of: scholarly article
title: Fast Fourier transform for multivariate aggregate claims
zbMATH Open document ID: 1395.62329
author: Elena-Gratiela Robe-Voinea
author: Raluca Vernic
published in: Computational and Applied Mathematics
publication date: 2018-08-09T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 65T50
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 6915448
zbMATH Keywords: insurance model
zbMATH Keywords: multivariate aggregate claims
zbMATH Keywords: fast Fourier transform
zbMATH Keywords: discretization
zbMATH Keywords: aliasing error
zbMATH Keywords: exponential tilting
MaRDI profile type: Publication
full work available at URL: s40314-016-0336-6
OpenAlex ID: W2341075918
cites work: Q4838168
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cites work: Recursions for Convolutions and Compound Distributions with Insurance Applications
cites work: Discrete Fourier Analysis
DOI: 10.1007/S40314-016-0336-6
description: scientific article; zbMATH DE number 6915448