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...
Κύριοι συγγραφείς: | , |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2009.
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Σειρά: | EAA Lecture Notes,
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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.