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.