Fast and Stable Algorithms for Discrete Sine Transformations having Orthogonal Factors

Author(s):  
Sirani M. Perera ◽  
Vadim Olshevsky
Keyword(s):  
2015 ◽  
Vol 43 (3) ◽  
pp. 72-75 ◽  
Author(s):  
Mikael Touati ◽  
Rachid El-Azouzi ◽  
Marceau Coupechoux ◽  
Eitan Altman ◽  
Jean-Marc Kelif

1995 ◽  
Vol 25 (2) ◽  
pp. 153-175 ◽  
Author(s):  
David C.M. Dickson ◽  
Alfredo D. Egídio dos Reis ◽  
Howard R. Waters

AbstractIn this paper we present a stable recursive algorithm for the calculation of the probability of ultimate ruin in the classical risk model. We also present stable recursive algorithms for the calculation of the joint and marginal distributions of the surplus prior to ruin and the severity of ruin. In addition we present bounds for these distributions.


1996 ◽  
Vol 17 (3) ◽  
pp. 235
Author(s):  
D.C.M. Dickson ◽  
A.D. Egidio dos Reis ◽  
H.R. Waters

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