Recursions for Convolutions and Compound Distributions with Insurance Applications

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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
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:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • I Univariate distributions
  • 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
  • Individual Models
  • Cumulative Functions and Tails
  • Moments
  • Approximations Based on De Pril Transforms
  • Extension to Distributions in ?
  • Allowing for Negative Severities
  • Underflow and Overflow
  • II Multivariate distributions
  • 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.