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...
Salvato in:
| Autori principali: | , |
|---|---|
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edizione: | 1st ed. 2009. |
| Serie: | EAA Series
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| Accesso online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
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 |
Sommario:
- 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