Panjer recursion versus FFT for compound distributions
Open access
Date
2009Type
- Journal Article
ETH Bibliography
yes
Altmetrics
Permanent link
https://doi.org/10.3929/ethz-b-000020787Publication status
publishedExternal links
Journal / series
Mathematical Methods of Operations ResearchVolume
Pages / Article No.
Publisher
SpringerSubject
Panjer recursion; Fast Fourier transform; Compound distributions; Risk managementNotes
Received 29 October 2007, Accepted 8 November 2007, Published online 2 September 2008. It was possible to publish this article open access thanks to a Swiss National Licence with the publisherMore
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ETH Bibliography
yes
Altmetrics