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Section VI

The numerical integration of the fourier inversion formula for distribution functions

Pages 52-62 | Published online: 22 Dec 2011

References

  • Feller , W. 1966 . An introduction to probability theory and its applications , Vol. II , John Wiley & Sons .
  • Bohman , H. 1963 . To compute the distribution function when the characteristic function is known . Skand. AktuarTidskr. ,
  • Bohman , H. and Esscher , F. 1963–1964 . Studies in risk theory with numerical illustrations concerning distribution functions and stop loss premiums . Skand. AktuarTidskr. ,

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