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Recursions for Convolutions and Compound Distributions with Insurance Applications

af Bjoern Sundt, Raluca Vernic

indgår i EAA Series serien

Recursions for Convolutions and Compound Distributions with Insurance Applications af Bjoern Sundt
Bag om 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540928997
  • Indbinding:
  • Paperback
  • Sideantal:
  • 345
  • Udgivet:
  • 19. marts 2009
  • Udgave:
  • 2009
  • Størrelse:
  • 234x156x19 mm.
  • Vægt:
  • 544 g.
  • 8-11 hverdage.
  • 16. januar 2025

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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.

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