On approximating distributions by approximating their de pril transforms

Scandinavian Actuarial Journal

Volumn 1998, Issue 1, 1998, Pages 1-23

  Sundt, Bjørn ^a   Dhaene, Jan ^b  

^a UNIVERSITY OF BERGEN   (Norway)

^b UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Approximations; De Pril transforms; Error bounds

Indexed keywords

EID: 85023932854     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.1998.10413988     Document Type: Article

References (20)

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