Finding efficient recursions for risk aggregation by computer algebra-Reference-Cited by-同舟云学术

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Finding efficient recursions for risk aggregation by computer algebra

Published:2009-01 Issue:1 Volume:223 Page:499-507
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Gerhold Stefan,Warnung Richard

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference21 articles.

1. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables;Abramowitz,1964

2. Fitting phasetype distributions via the EM algorithm;Asmussen;Scand. J. Statist.,1996

3. Asymptotic methods in analysis;de Bruijn,1958

4. Improved recursions for some compound Poisson distributions;De Pril;Insurance Math. Econom.,1986

5. Singularity analysis of generating functions;Flajolet;SIAM J. Discrete Math.,1990

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Minimal faithful upper-triangular matrix representations for solvable Lie algebras;Journal of Computational and Applied Mathematics;2017-07

2. Numerical algorithms for Panjer recursion by applying Bernstein approximation;Frontiers of Mathematics in China;2013-03-23

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