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Edgeworth series / Statistical theory / Orthogonal polynomials / Polynomials / Normal distribution / Kurtosis / Hermite polynomials / Moment / Pareto distribution / Statistics / Mathematical analysis / Probability theory


GRAM-CHARLIER PROCESSES AND EQUITY-INDEXED ANNUITIES JEAN-PIERRE CHATEAU AND DANIEL DUFRESNE A BSTRACT. A Gram-Charlier distribution has a density that is a polynomial times a normal density. The historical connection be
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Document Date: 2013-08-05 02:06:32


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Facility

University of Melbourne / /

IndustryTerm

put closed-form solution / /

Organization

Centre for Actuarial Studies / University of Melbourne / /

Person

L.H.F. Oppermann / Centre / Barton / DANIEL DUFRESNE / Dennis / RAM -C HARLIER / /

Position

politician / forester / statistician / and actuary / rT / Corresponding author / /

Technology

SNP / simulation / /

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