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Algorithm of Calculation of Convolutions of High-order Distribution Functions in Problems of Property Insurance and Reinsurance

Authors: Golubev S.D., Chornaya L.A., Shukhov A.G. Published: 14.03.2014
Published in issue: #3(22)/2006  
DOI:

 
Category: Economic modeling  
Keywords:

An algorithm of calculation of distribution functions of the sum of a great number of independent identically distributed variates with discontinuous distribution functions is considered.