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Table of contents (20 chapters)
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Front Matter
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Univariate Distributions
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Front Matter
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I Univariate distributions
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Multivariate Distributions
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Front Matter
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II Multivariate distributions
Keywords
About this book
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 actuarial field, it is presented in a general setting, but actuarial applications are used for motivation.
The book is divided into two parts. Part I is devoted to univariate distributions, whereas in Part II, the methodology is extended to multivariate settings.
Primarily intended as a monograph, this book can also be used as text for courses on the graduate level. Suggested outlines for such courses are given.
The book is of interest for actuaries and statisticians working within the insurance and finance industry, as well as for people in other fields like operations research and reliability theory.
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Bibliographic Information
Book Title: Recursions for Convolutions and Compound Distributions with Insurance Applications
Authors: Raluca Vernic, Bjoern Sundt
Series Title: EAA Series
DOI: https://doi.org/10.1007/978-3-540-92900-0
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2009
Softcover ISBN: 978-3-540-92899-7Published: 03 April 2009
eBook ISBN: 978-3-540-92900-0Published: 21 April 2009
Series ISSN: 1869-6929
Series E-ISSN: 1869-6937
Edition Number: 1
Number of Pages: XV, 345
Number of Illustrations: 3 b/w illustrations
Topics: Quantitative Finance, Finance, general