Recursions for Convolutions and Compound Distributions with Insurance Applications |
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| Author:
| Sundt, Bjoern
Vernic, Raluca |
| Series title: | EAA Ser. |
| ISBN: | 978-3-540-92899-7 |
| Publication Date: | Apr 2009 |
| Publisher: | Springer Berlin / Heidelberg
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| Imprint: | Springer |
| Book Format: | Paperback |
| List Price: | USD $99.99USD $54.99 |
Book Description:
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This text presents a unified survey of methods for recursive evaluation of aggregate claims distributions. Part I is devoted to univariate distributions, and in Part II, the methodology is extended to multivariate settings.
This text presents a unified survey of methods for recursive evaluation of aggregate claims distributions. Part I is devoted to univariate distributions, and in Part II, the methodology is extended to multivariate settings.