An introduction to particle integration methods: with applications to risk and insurance
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References listed on IDEAS
- Panjer, Harry H., 1981. "Recursive Evaluation of a Family of Compound Distributions," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 12(01), pages 22-26, June.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-10-27 (All new papers)
- NEP-IAS-2012-10-27 (Insurance Economics)
- NEP-RMG-2012-10-27 (Risk Management)
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