Fast Fourier transform techniques applied to collective risk problems
This thesis is concerned with utilizing new mathematical techniques developed in Sweden for inverting characteristic functions of probability distributions of functionals defined on the collective risk stochastic process. A characteristic function is a Fourier transform. However, such transforms-cou...
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| Format: | Others |
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2011
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| Online Access: | http://cardinalscholar.bsu.edu/handle/handle/181639 http://liblink.bsu.edu/uhtbin/catkey/416095 |