Add to ORKGA simple recursion for the n-fold convolution of an arithmetic distribution with itself is developed and its relation to Panjer's algorithm for compound distribu-tions is shown
AbstractThis paper explores the performance of a family of algorithms for computing the Walsh–Hadama...
A probability distribution is n-divisible if its nth convolution root exists. While modeling the dep...
AbstractIn this paper we derive a parallel program for a nontrivial problem, viz. computing the Diri...
textabstractThe use of Panjer's algorithm has meanwhile become a widespread standard technique for a...
The aim of this work is the calculation of compound distributions by using the algorithm known as th...
The use of Panjer's algorithm has meanwhile become awidespread standard technique for actuaries...
For any functions on the non-negative integers, we can evaluate the cumulative function given by (...
The recursive algorithm of HESSELAGER (1994) is extended to a more general class of counting distrib...
In this paper we give a recursive scheme, involving Panjer's recursion, to compute the distribu...
In the actuarial literature, several exact and approximative recursive methods have been proposed fo...
In actuarial science, Panjer recursion (1981) is used in insurance to compute the loss distribution ...
In actuarial science, Panjer recursion (1981) is used in insurance to compute the loss distribution ...
In the actuarial literature, several exact and approximative recursive methods have been proposed fo...
AbstractWe derive recursions for the probability distribution of random sums by computer algebra. Un...
For any function f on the non-negative integers, we can evaluate the cumulative function rf given by...
AbstractThis paper explores the performance of a family of algorithms for computing the Walsh–Hadama...
A probability distribution is n-divisible if its nth convolution root exists. While modeling the dep...
AbstractIn this paper we derive a parallel program for a nontrivial problem, viz. computing the Diri...
textabstractThe use of Panjer's algorithm has meanwhile become a widespread standard technique for a...
The aim of this work is the calculation of compound distributions by using the algorithm known as th...
The use of Panjer's algorithm has meanwhile become awidespread standard technique for actuaries...
For any functions on the non-negative integers, we can evaluate the cumulative function given by (...
The recursive algorithm of HESSELAGER (1994) is extended to a more general class of counting distrib...
In this paper we give a recursive scheme, involving Panjer's recursion, to compute the distribu...
In the actuarial literature, several exact and approximative recursive methods have been proposed fo...
In actuarial science, Panjer recursion (1981) is used in insurance to compute the loss distribution ...
In actuarial science, Panjer recursion (1981) is used in insurance to compute the loss distribution ...
In the actuarial literature, several exact and approximative recursive methods have been proposed fo...
AbstractWe derive recursions for the probability distribution of random sums by computer algebra. Un...
For any function f on the non-negative integers, we can evaluate the cumulative function rf given by...
AbstractThis paper explores the performance of a family of algorithms for computing the Walsh–Hadama...
A probability distribution is n-divisible if its nth convolution root exists. While modeling the dep...
AbstractIn this paper we derive a parallel program for a nontrivial problem, viz. computing the Diri...