most citedComputing the aggregate loss distribution based on numerical inversion of the compound empirical characteristic function of frequency and severity

2 citations · 2 across the 1 of their papers we have counts for

collaborators

1 paper

stat.CO2017★ 2 cited

Computing the aggregate loss distribution based on numerical inversion of the compound empirical characteristic function of frequency and severity

Viktor Witkovsky, Gejza Wimmer, Tomas Duby

A non-parametric method for evaluation of the aggregate loss distribution (ALD) by combining and numerically inverting the empirical characteristic functions (CFs) is presented and…