Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform?

Authors
Bühlmann, H.
Citation
H. Bühlmann,, Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform?, Scandinavian actuarial journal , 1984(2), 1984, pp. 116-126
Journal title
Scandinavian actuarial journal → ACNP
ISSN journal
03461238
Volume
1984
Issue
2
Year of publication
1984
Pages
116 - 126
Database
ACNP
SICI code
Abstract
1. The problem The finite vector p=(p 1,p 2, ...,ps ) defines a probability distribution on the integers 1,2, ...,s.