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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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Sundt, Bjoern (Autor), Vernic, Raluca (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Edición:1st ed. 2009.
Colección:EAA Series,
Temas:
Social sciences-Mathematics.
Finance.
Mathematics in Business, Economics and Finance.
Financial Economics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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