Abstract
In the present paper we compare De Pril’s algorithm for recursive evaluation of the n-fold convolution of an arithmetic distribution with more traditional methods and evaluation by De Pril transforms. The comparison is performed by counting the number of elementary algebraic operations.
Keywords: n-fold convolutions.
Keywords: n-fold convolutions.
Volume
Toyko
Year
1999
Categories
Financial and Statistical Methods
Aggregation Methods
Financial and Statistical Methods
Loss Distributions
Financial and Statistical Methods
Statistical Models and Methods
Publications
ASTIN Colloquium