Recursions for Convolutions and Compound Distributions with Insurance Applications (EAA Series) - Softcover

Book 2 of 16: EAA Lecture Notes

Sundt, Bjoern; Vernic, Raluca

 
9783540928997: Recursions for Convolutions and Compound Distributions with Insurance Applications (EAA Series)
Softcover
ISBN 10: 3540928995 ISBN 13: 9783540928997
Publisher: Springer, 2009

Synopsis

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.

"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 this title" may belong to another edition of this title.

Publisher
Springer
Publication date
2009
Language
English
ISBN 10 
3540928995
ISBN 13 
9783540928997
Binding
Paperback
Number of pages
360

Other Popular Editions of the Same Title

9783540938880: Recursions for Convolutions and Compound Distributions with Insurance Applications

Featured Edition

ISBN 10:  3540938885 ISBN 13:  9783540938880
Publisher: Springer, 2009
Softcover