Stability and Convergence of Recurrence Equations

Authors
Wang, Shaun Panjer, Harry
Citation
Wang, Shaun et Panjer, Harry, Stability and Convergence of Recurrence Equations, Actuarial research clearing house ARCH;A.R.C.H. , 1(1), 1993, pp. 71-72
Journal title
Actuarial research clearing house ARCH;A.R.C.H. → ACNP
ISSN journal
07325428
Volume
1
Issue
1
Year of publication
1993
Pages
71 - 72
Database
ACNP
SICI code
Abstract
This paper discusses the numerical stability of Panjer's recursion (1981) in computing aggregate claim distributions.