Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation

ASTIN Bulletin

Volumn 30, Issue 2, 2000, Pages 309-331

  Grübel, Rudolf ^a   Hermesmeier, Renate ^a  

^a LEIBNIZ UNIVERSITY HANNOVER   (Germany)

Author keywords

acceleration of convergence; discretization; ruin probabilities; Total claim size distribution

Indexed keywords

EID: 85011463391     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.30.2.504638     Document Type: Article

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