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E-book
Author Sundt, Bjørn.

Title Recursions for convolutions and compound distributions with insurance applications / Bjørn Sundt, Raluca Vernic
Published Dordrecht ; New York : Springer, ©2009

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Description 1 online resource (xv, 345 pages) : illustrations
Series EAA lecture notes, 1865-2174
EAA lecture notes.
Contents Univariate distributions: Introduction -- Counting distributions with recursion of order one -- Compound mixed Poisson distributions -- Infinite divisibility -- Counting distributions with recursion of higher order -- De Pril transforms of distributions in P10 -- Individual models -- Cumulative functions and tails -- Moments -- Approximations based on De Pril transforms -- Extension to functions in P1_ -- Allowing for negative severities -- Underflow and overflow -- Multivariate distributions: Introduction -- Multivariate compound distributions of Type 1 -- De Pril transforms -- Moments -- Approximations based on De Pril transforms -- Multivariate compound distributions of Type 2 -- Compound mixed multivariate Poisson distributions
Summary 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
Bibliography Includes bibliographical references and index
Notes Print version record
Subject Insurance -- Mathematical models
Insurance -- Statistical methods.
BUSINESS & ECONOMICS -- Insurance -- Risk Assessment & Management.
Insurance -- Mathematical models
Insurance -- Statistical methods
Zusammengesetzte Verteilung
Form Electronic book
Author Vernic, Raluca
ISBN 9783540929000
3540929002
3540928995
9783540928997