Recursions for Convolutions and Compound Distributions with Insurance Applications

Language: English

Published by Springer, Springer Vieweg Apr 2009, 2009

3540928995 / 9783540928997

Series: Book 2 of 16 - EAA Lecture Notes

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This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 364 pp. Englisch.…

Seller Inventory # 9783540928997

Title
Recursions for Convolutions and Compound Distributions with Insurance Applications
Author
Bjoern Sundt
Publisher
Springer, Springer Vieweg Apr 2009
Publication year
2009
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3540928995
ISBN 13
9783540928997
Item weight
552 grams
Dimensions
235x155x20 mm
Series
Book 2 of 16: EAA Lecture Notes

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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