by Bjoern Sundt (Author), Raluca Vernic (Contributor)
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.
Format: Paperback
Pages: 364
Edition: 2009
Publisher: Springer
Published: 03 Apr 2009
ISBN 10: 3540928995
ISBN 13: 9783540928997