Recursions for Convolutions and Compound Distributions with Insurance Applications
Language: English
Published by Springer Berlin Heidelberg, 2009
Series: Book 2 of 16 - EAA Lecture Notes
- Softcover
- New
Seller: moluna, Greven, Germanymoluna
AbeBooks seller since July 9, 2020
Condition: New
£ 42.81
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Seller Inventory # 4902227
- Title
- Recursions for Convolutions and Compound Distributions with Insurance Applications
- Author
- Bjoern Sundt|Raluca Vernic
- Publisher
- Springer Berlin Heidelberg
- Publication year
- 2009
- Condition
- New
- Binding
- Kartoniert / Broschiert
- Language
- English
- ISBN 10
- 3540928995
- ISBN 13
- 9783540928997
- Series
- Book 2 of 16: EAA Lecture Notes
- Seller catalogs
- Sozialwissenschaften/Recht/Wirtschaft
This text presents a unified survey of methods for recursive evaluation of aggregate claims distributions. Part I is devoted to univariate distributions, and in Part II, the methodology is extended to multivariate settings.
"Synopsis" may belong to another edition of this title.
From the Back Cover
Since 1980, methods for recursive evaluation of aggregate claims distributions have received extensive attention in the actuarial literature.
This book gives a unified survey of the theory and is intended to be self-contained to a large extent. As the methodology is applicable also outside the actuarial field, it is presented in a general setting, but actuarial applications are used for motivation.
The book is divided into two parts. Part I is devoted to univariate distributions, whereas in Part II, the methodology is extended to multivariate settings.
Primarily intended as a monograph, this book can also be used as text for courses on the graduate level. Suggested outlines for such courses are given.
The book is of interest for actuaries and statisticians working within the insurance and finance industry, as well as for people in other fields like operations research and reliability theory.
"About the title" may belong to another edition of this title.
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