机译:应用Bernstein逼近的Panjer递归数值算法
Department of Financial Mathematics, School of Mathematical Sciences, Peking University,Beijing 100871, China;
LMEQF, Department of Financial Mathematics, School of Mathematical Sciences and Center for Statistical Science, Peking University, Beijing 100871, China;
LMAM, School of Mathematical Sciences, Peking University, Beijing 100871, China;
Compound risk model; Panjer recursion; Bernstein approximation; excess-of-loss reinsurance;
机译:Panjer递归的一般化和数值稳定的风险汇总
机译:Panjer递归的泛化和数值稳定的风险汇总
机译:相位类型分布的快速卷积算法和Panjer递归
机译:关于数值序列局限性ε算法的实际实现,N点PADÉ近似
机译:高度非线性近似中贪婪算法的理论和数值实现。
机译:用于建模离子交换过程的解决方案算法和数值逼近方法的评估
机译:Panjer递归的泛化和数值稳定的风险汇总
机译:偏微分方程数值逼近的子结构算法及求解技术。