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...
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| Glavni autori: | , |
|---|---|
| Format: | Livre numérique |
| Jezik: | Anglais |
| Izdano: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Izdanje: | 1st ed. 2009. |
| Serija: | EAA Series
|
| Online pristup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Bilješka: |
Description d'après consultation du 30 mars 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Recursions for convolutions and compound distributions with insurance applications, Bjørn Sundt, Raluca Vernic, 2009, Dordrecht, Springer, 1 vol. (XV-345 p.), EAA lecture notes, 978-3-540-92899-7 • Recursions for Convolutions and Compound Distributions with Insurance Applications, Texte imprimé, 9783540938880 • Recursions for convolutions and compound distributions with insurance applications, Bjørn Sundt, Raluca Vernic, 2009, Dordrecht, Springer, 1 vol. (XV-345 p.), EAA lecture notes, 978-3-540-92899-7 |
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| 041 | 0 | |a eng | |
| 082 | |a 519 | ||
| 084 | |a 60-02. 2010 | ||
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| 100 | 1 | |a Sundt, Bjørn. | |
| 245 | 1 | 0 | |a Recursions for convolutions and compound distributions with insurance applications |c by Bjørn Sundt, Raluca Vernic. |
| 250 | |a 1st ed. 2009. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a EAA Series |x 1869-6937 | |
| 500 | |a Description d'après consultation du 30 mars 2012 | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. Index | ||
| 505 | 1 | |a 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 | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 actuarial field, it is presented in a general setting, but actuarial applications are used for motivation. The book is divided into two parts. Part I is devoted to univariate distributions, whereas in Part II, the methodology is extended to multivariate settings. Primarily intended as a monograph, this book can also be used as text for courses on the graduate level. Suggested outlines for such courses are given. The book is of interest for actuaries and statisticians working within the insurance and finance industry, as well as for people in other fields like operations research and reliability theory | ||
| 700 | 1 | |a Vernic, Raluca. |4 aut | |
| 700 | 1 | |a Sundt, Bjørn. |4 aut | |
| 776 | 0 | |0 149401728 |t Recursions for convolutions and compound distributions with insurance applications |f Bjørn Sundt, Raluca Vernic |d 2009 |c Dordrecht |n Springer |p 1 vol. (XV-345 p.) |s EAA lecture notes |z 978-3-540-92899-7 | |
| 776 | 0 | |t Recursions for Convolutions and Compound Distributions with Insurance Applications |b Texte imprimé |z 9783540938880 | |
| 776 | 0 | |0 149401728 |t Recursions for convolutions and compound distributions with insurance applications |f Bjørn Sundt, Raluca Vernic |d 2009 |c Dordrecht |n Springer |p 1 vol. (XV-345 p.) |s EAA lecture notes |z 978-3-540-92899-7 | |
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| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-QVWSVGS6-H |z Accès sur la plateforme Istex | |
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