Main Article Content
P. Embrechts and M. Frei. Panjer recursion versus FFT for compound distributions. Mathematical Methods of Operations Research, 69(3):497–508, 2009.
J. Haigh. Taking chances: winning with probability. Oxford University Press, second edition, 2003.
M. Lewis. Premium Bonds Calculator. URL http://www.PremiumBondsCalculator.com Accessed January 19, 2015.
NS&I. Premium Bonds – have you won? National Savings and Investments. URL http://www.nsandi.com/ Accessed January 19, 2015.
R Development Core Team. R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing, Vienna, Austria, 2010. URL http://www.r-project.org/
T. Rolski, H. Schmidli, V. Schmidt, and J. Teugels. Stochastic Processes for Insurance and Finance. Wiley Series in Probability and Statistics. John Wiley & Sons, 1999.
W.E. Thomson. ERNIE – A Mathematical and Statistical Analysis. Journal of the Royal Statistical Society, Series A, 122(3):301–333, 1959.
P. Tufano. Saving whilst gambling: An empirical analysis of UK premium bonds. The American Economic Review, 98(2):321–326, 2008.
Virtual Laboratories. The Multivariate Hypergeometric Distribution. Virtual Laboratories in Probability and Statistics, University of Alabama in Huntsville. URL http://www.math.uah.edu/stat/urn/MultiHypergeometric.html Accessed January 19, 2015.