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Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform?

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References

1979An introduction to mathematical risk theory914 cited
1981Recursive Evaluation of a Family of Compound Distributions571 cited
1981Further Results on Recursive Evaluation of Compound Distributions201 cited

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1993How to (and how not to) compute stop-loss premiums in practice36 cited
1986Entropy, a useful concept in risk theory33 cited
1994Compound model for two dependent kinds of claim31 cited

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