{"id":"https://openalex.org/W2124229737","doi":"https://doi.org/10.2143/ast.29.2.504611","title":"Computation of Compound Distributions I: Aliasing Errors and Exponential Tilting","display_name":"Computation of Compound Distributions I: Aliasing Errors and Exponential Tilting","publication_year":1999,"publication_date":"1999-11-01","ids":{"openalex":"https://openalex.org/W2124229737","doi":"https://doi.org/10.2143/ast.29.2.504611","mag":"2124229737"},"language":"en","primary_location":{"id":"doi:10.2143/ast.29.2.504611","doi":"https://doi.org/10.2143/ast.29.2.504611","is_oa":true,"landing_page_url":"https://doi.org/10.2143/ast.29.2.504611","pdf_url":"https://www.cambridge.org/core/services/aop-cambridge-core/content/view/6C32D2588D098423930400F9DC6E05F1/S051503610001254Xa.pdf/div-class-title-computation-of-compound-distributions-i-aliasing-errors-and-exponential-tilting-div.pdf","source":{"id":"https://openalex.org/S92223472","display_name":"Astin Bulletin","issn_l":"0515-0361","issn":["0515-0361","1783-1350"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-b","erih-plus","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ASTIN Bulletin","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://www.cambridge.org/core/services/aop-cambridge-core/content/view/6C32D2588D098423930400F9DC6E05F1/S051503610001254Xa.pdf/div-class-title-computation-of-compound-distributions-i-aliasing-errors-and-exponential-tilting-div.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5058089168","display_name":"Rudolf Gr\u00fcbel","orcid":"https://orcid.org/0000-0002-1960-2568","observed_orcids":["https://orcid.org/0000-0002-1960-2568"]},"institutions":[{"id":"https://openalex.org/I114112103","display_name":"Leibniz University Hannover","ror":"https://ror.org/0304hq317","country_code":"DE","type":"education","lineage":["https://openalex.org/I114112103"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Rudolf Gr\u00fcbel","raw_affiliation_strings":["Universit\u00e4t Hannover"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universit\u00e4t Hannover","institution_ids":["https://openalex.org/I114112103"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5007448083","display_name":"Renate Hermesmeier","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I114112103","display_name":"Leibniz University Hannover","ror":"https://ror.org/0304hq317","country_code":"DE","type":"education","lineage":["https://openalex.org/I114112103"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Renate Hermesmeier","raw_affiliation_strings":["Universit\u00e4t Hannover"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universit\u00e4t Hannover","institution_ids":["https://openalex.org/I114112103"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5058089168"],"corresponding_institution_ids":["https://openalex.org/I114112103"],"apc_list":{"value":3550,"currency":"USD","value_usd":3550},"apc_paid":null,"fwci":1.1797,"has_fulltext":true,"cited_by_count":49,"citation_normalized_percentile":{"value":0.81868132,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"29","issue":"2","first_page":"197","last_page":"214"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13500","display_name":"Probability and Statistical Research","score":0.0006000000284984708,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.00019999999494757503,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/compound-distributions","display_name":"compound distributions","score":0.9990000128746033},{"id":"https://openalex.org/keywords/aliasing-error","display_name":"aliasing error","score":0.9549999833106995},{"id":"https://openalex.org/keywords/exponential-tilting","display_name":"exponential tilting","score":0.9549999833106995},{"id":"https://openalex.org/keywords/panjer-recursion","display_name":"Panjer recursion","score":0.8870000243186951},{"id":"https://openalex.org/keywords/transform-methods","display_name":"transform methods","score":0.9639999866485596},{"id":"https://openalex.org/keywords/change-of-measure","display_name":"change of measure","score":0.8320000171661377},{"id":"https://openalex.org/keywords/heavy-tailed-distributions","display_name":"heavy-tailed distributions","score":0.9739999771118164},{"id":"https://openalex.org/keywords/numerical-evaluation","display_name":"numerical evaluation","score":0.5709999799728394},{"id":"https://openalex.org/keywords/insurance-mathematics","display_name":"insurance mathematics","score":0.8949999809265137}],"concepts":[{"id":"https://openalex.org/C4069607","wikidata":"https://www.wikidata.org/wiki/Q868732","display_name":"Aliasing","level":3,"score":0.8553755283355713},{"id":"https://openalex.org/C168773036","wikidata":"https://www.wikidata.org/wiki/Q264164","display_name":"Recursion (computer science)","level":2,"score":0.6925134062767029},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.6714223623275757},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.5993527770042419},{"id":"https://openalex.org/C534633266","wikidata":"https://www.wikidata.org/wiki/Q4774317","display_name":"Anti-aliasing","level":5,"score":0.5978729724884033},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.5469973683357239},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5207526683807373},{"id":"https://openalex.org/C126691448","wikidata":"https://www.wikidata.org/wiki/Q2028919","display_name":"Magnitude (astronomy)","level":2,"score":0.4566137492656708},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.42258143424987793},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.42252862453460693},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4007035493850708},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.14610838890075684},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.13426518440246582},{"id":"https://openalex.org/C28490314","wikidata":"https://www.wikidata.org/wiki/Q189436","display_name":"Speech recognition","level":1,"score":0.06916072964668274},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.06565707921981812},{"id":"https://openalex.org/C136536468","wikidata":"https://www.wikidata.org/wiki/Q1225894","display_name":"Undersampling","level":2,"score":0.0},{"id":"https://openalex.org/C64922751","wikidata":"https://www.wikidata.org/wiki/Q4650799","display_name":"Audio signal","level":3,"score":0.0},{"id":"https://openalex.org/C13895895","wikidata":"https://www.wikidata.org/wiki/Q3270773","display_name":"Speech coding","level":2,"score":0.0},{"id":"https://openalex.org/C127220857","wikidata":"https://www.wikidata.org/wiki/Q2719318","display_name":"Audio signal processing","level":4,"score":0.0},{"id":"https://openalex.org/C1276947","wikidata":"https://www.wikidata.org/wiki/Q333","display_name":"Astronomy","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.2143/ast.29.2.504611","doi":"https://doi.org/10.2143/ast.29.2.504611","is_oa":true,"landing_page_url":"https://doi.org/10.2143/ast.29.2.504611","pdf_url":"https://www.cambridge.org/core/services/aop-cambridge-core/content/view/6C32D2588D098423930400F9DC6E05F1/S051503610001254Xa.pdf/div-class-title-computation-of-compound-distributions-i-aliasing-errors-and-exponential-tilting-div.pdf","source":{"id":"https://openalex.org/S92223472","display_name":"Astin Bulletin","issn_l":"0515-0361","issn":["0515-0361","1783-1350"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-b","erih-plus","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ASTIN Bulletin","raw_type":"journal-article"},{"id":"pmh:oai:repo.uni-hannover.de:123456789/2694","doi":null,"is_oa":true,"landing_page_url":"https://repo.uni-hannover.de/handle/123456789/2694","pdf_url":"https://repo.uni-hannover.de/bitstreams/b291423e-b876-4d31-a00c-148a01e5490d/download","source":{"id":"https://openalex.org/S4306401575","display_name":"Institutional Repository of Leibniz Universit\u00e4t Hannover (Leibniz Universit\u00e4t Hannover)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I114112103","host_organization_name":"Leibniz University Hannover","host_organization_lineage":["https://openalex.org/I114112103"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"ASTIN Bulletin 29 (1999), Nr. 2","raw_type":"doc-type:Article"},{"id":"pmh:oai:RePEc:cup:astinb:v:29:y:1999:i:02:p:197-214_01","doi":null,"is_oa":false,"landing_page_url":"https://www.cambridge.org/core/product/identifier/S051503610001254X/type/journal_article","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:www.repo.uni-hannover.de:123456789/2694","doi":null,"is_oa":true,"landing_page_url":"http://www.repo.uni-hannover.de/handle/123456789/2694","pdf_url":null,"source":{"id":"https://openalex.org/S4306401575","display_name":"Institutional Repository of Leibniz Universit\u00e4t Hannover (Leibniz Universit\u00e4t Hannover)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I114112103","host_organization_name":"Leibniz University Hannover","host_organization_lineage":["https://openalex.org/I114112103"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"ASTIN Bulletin 29 (1999), Nr. 2","raw_type":"info:eu-repo/semantics/publishedVersion"},{"id":"doi:10.15488/2668","doi":"https://doi.org/10.15488/2668","is_oa":true,"landing_page_url":"https://doi.org/10.15488/2668","pdf_url":null,"source":{"id":"https://openalex.org/S7407052956","display_name":"Leibniz Universit\u00e4t Hannover","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article-journal"}],"best_oa_location":{"id":"doi:10.2143/ast.29.2.504611","doi":"https://doi.org/10.2143/ast.29.2.504611","is_oa":true,"landing_page_url":"https://doi.org/10.2143/ast.29.2.504611","pdf_url":"https://www.cambridge.org/core/services/aop-cambridge-core/content/view/6C32D2588D098423930400F9DC6E05F1/S051503610001254Xa.pdf/div-class-title-computation-of-compound-distributions-i-aliasing-errors-and-exponential-tilting-div.pdf","source":{"id":"https://openalex.org/S92223472","display_name":"Astin Bulletin","issn_l":"0515-0361","issn":["0515-0361","1783-1350"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-b","erih-plus","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ASTIN Bulletin","raw_type":"journal-article"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"score":0.5099999904632568,"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2124229737.pdf","grobid_xml":"https://content.openalex.org/works/W2124229737.grobid-xml"},"referenced_works_count":20,"referenced_works":["https://openalex.org/W1511170401","https://openalex.org/W1564462841","https://openalex.org/W1976485684","https://openalex.org/W2010940000","https://openalex.org/W2039184792","https://openalex.org/W2048790371","https://openalex.org/W2065194745","https://openalex.org/W2079176310","https://openalex.org/W2100757903","https://openalex.org/W2107889522","https://openalex.org/W2124111076","https://openalex.org/W2128005148","https://openalex.org/W2156812602","https://openalex.org/W2399991609","https://openalex.org/W2502254989","https://openalex.org/W2613872603","https://openalex.org/W2795394002","https://openalex.org/W2797111759","https://openalex.org/W4254100090","https://openalex.org/W6930012851"],"related_works":["https://openalex.org/W1971560278","https://openalex.org/W2163904659","https://openalex.org/W2124111076","https://openalex.org/W1993538061","https://openalex.org/W2130736678","https://openalex.org/W7098374829","https://openalex.org/W291997563","https://openalex.org/W1987193423","https://openalex.org/W2006951664","https://openalex.org/W2090338850"],"abstract_inverted_index":{"Abstract":[0],"Numerical":[1],"evaluation":[2],"of":[3,8,58,73],"compound":[4],"distributions":[5],"is":[6],"one":[7],"the":[9,35,39,56],"central":[10],"numerical":[11],"tasks":[12],"in":[13],"insurance":[14],"mathematics.":[15],"Two":[16],"widely":[17],"used":[18],"techniques":[19],"are":[20,45],"Panjer":[21],"recursion":[22],"and":[23,61],"transform":[24,43],"methods.":[25],"Many":[26],"authors":[27],"have":[28],"pointed":[29],"out":[30],"that":[31,63],"aliasing":[32,59],"errors":[33,60],"imply":[34],"need":[36],"to":[37],"consider":[38],"whole":[40],"distribution":[41],"if":[42],"methods":[44],"used,":[46],"a":[47,70],"potential":[48],"drawback":[49],"especially":[50],"for":[51],"heavy-tailed":[52],"distributions.":[53],"We":[54],"investigate":[55],"magnitude":[57],"show":[62],"this":[64],"problem":[65],"can":[66],"be":[67],"solved":[68],"by":[69],"suitable":[71],"change":[72],"measure.":[74]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":3},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":5},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":4}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}