"Panjer recursion versus FFT for compound distributions."

Paul Embrechts, Marco Frei (2009)

> Home

Details and statistics

DOI: 10.1007/S00186-008-0249-2

access: closed

type: Journal Article

metadata version: 2020-03-03

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mmor/EmbrechtsF09
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mmor/EmbrechtsF09
Paul Embrechts, Marco Frei:
Panjer recursion versus FFT for compound distributions. Math. Methods Oper. Res. 69(3): 497-508 (2009)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.