An Algorithm for Inverting Characteristic Functions in Risk Insurance Problems Using Distribution Moments
Abstract
The paper proposes an algorithm for inverting the characteristic functions obtained when solving actuarial problems of risk insurance. The algorithm is based on calculating the sequence of moments of the desired distribution, which coincides with the desired distribution in the sense of a set of moments. From a technical point of view, the algorithm is implemented by performing a number of linear algebra procedures.
Fields of Study & Subjects
Probability and Risk Models
Probability and Statistical Research
Insurance and Financial Risk Management
Publication details
- Journal / source
- International Forum on GIS, Digital Economy and Sustainable Development
- Pages
- 430–434
- Publication date
- 11 February 2026
- Language
- EN