On the Evaluation of the Distribution of a General Multivariate Collective Model: Recursions versus Fast Fourier Transform
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- Vernic, Raluca, 2018. "On the evaluation of some multivariate compound distributions with Sarmanov’s counting distribution," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 184-193.
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Keywords
multivariate collective model; multivariate compound distribution; recursions; Fast Fourier Transform;All these keywords.
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