"A generalization of Panjer's recursion and numerically stable risk ..."

Stefan Gerhold, Uwe Schmock, Richard Warnung (2010)

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DOI: 10.1007/S00780-009-0104-1

access: closed

type: Journal Article

metadata version: 2020-07-22

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Stefan Gerhold, Uwe Schmock, Richard Warnung:
A generalization of Panjer's recursion and numerically stable risk aggregation. Finance Stochastics 14(1): 81-128 (2010)

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