Computing compound distributions faster!

Author:

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

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference11 articles.

1. Borland Pascal ¢7.0 (1992). Borland International Inc., Scotts Valley, USA.

2. Numerical evaluation of the compound Poisson distribution: recursion or Fast Fourier Transform?;Bühlmann;Scandinavian Actuarial Journal,1984

3. Numerical Analysis;Burden,1989

4. A review of Panjer's recursion formula and its applications;Dickson;British Actuarial Journal,1995

5. GAUSS™ (1994). Aptech Systems Inc., Maple Valley, USA.

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