Polynomial extensions of distributions and their applications in actuarial and financial modeling
Year of publication: |
2014
|
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Authors: | Li, Hao ; Melʹnikov, Aleksandr V. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 250-260
|
Subject: | Actuarial and financial models | Orthogonal polynomials | Rodrigues formula | Pearson’s equation | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Finanzmathematik | Mathematical finance | Statistische Verteilung | Statistical distribution |
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