FFT, Extreme Value Theory and Simulation to Model Non-Life Insurance Claims Dependences

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ID: 112656
2007
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Authors Rocco Roberto Cerchiara;Rocco Roberto Cerchiara;
Journal mathematical and statistical methods in insurance and finance
Year 2007
DOI 10.1007/978-88-470-0704-8_8
URL
https://sciprofiles.com/publication/view/417ca24b2cc8aae060d23911619c03ad
Keywords
Simulation risk theory non-life insurance aggregate losses two-dimensional fast fourier transform extreme value theory

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