For several years I have been selling a program, called CrimCalc, that
produces aggregate loss distributions using the much faster method of
Fourier inversion. There is a shareware version of CrimCalc available for
downloading at my web site:
It is more than a demo -- it will calculate the aggregate loss distribution
for virtually any severity distribution with the Poisson, binomial and
negative binomial claim count distribution. This should be all that you
need for many applications.
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