Recursions for Convolutions and Compound Distributions with Insurance Applications (EAA Series)

Recursions for Convolutions and Compound Distributions with Insurance Applications (EAA Series)

by Bjoern Sundt (Author), Raluca Vernic (Contributor)

Synopsis

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.

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More Information

Format: Paperback
Pages: 364
Edition: 2009
Publisher: Springer
Published: 03 Apr 2009

ISBN 10: 3540928995
ISBN 13: 9783540928997