Open AccessEfficient simulation using saddlepoint approximation for aggregate losses with large frequencies
Author(s) -
Jae-Rin Cho,
Hyung-Tae Ha
Publication year - 2016
Publication title -
communications for statistical applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.326
H-Index - 6
eISSN - 2383-4757
pISSN - 2287-7843
DOI - 10.5351/csam.2016.23.1.085
Subject(s) - monte carlo method , aggregate (composite) , econometrics , computer science , mathematical optimization , mathematics , statistics , composite material , materials science
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