Title: Recursions for Convolutions and Compound Distributions With Insurance Applications
Publisher: Springer Verlag
Publication Date: 2009
Language: English
ISBN 10: 3540928995
ISBN 13: 9783540928997
Binding: Paperback
Condition: Brand New
Weight: 0.55 kilograms

About this title

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.

From the Back Cover

Since 1980, methods for recursive evaluation of aggregate claims distributions have received extensive attention in the actuarial literature.

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.

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