Recursions for Convolutions and Compound Distributions with Insurance Applications

• Κύριοι συγγραφείς: Vernic, Raluca (Συγγραφέας), Sundt, Bjoern (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
• Σειρά: EAA Lecture Notes,
• Θέματα: Mathematics.; Finance.; Economics, Mathematical.; Quantitative Finance.; Finance, general.

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 actua...