shop by
Category
items
0 

Recursions for Convolutions and Compound Distributions With Insurance Applications (Paperback)

Author: Sundt, Bjorn

Customer Reviews   Write a Review

Be the first to review this item and earn 25 Rakuten Super Points™

Product Overview

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.

Specifications

Publisher Springer Verlag
Mfg Part# 9783540928997
SKU 210918647
Format Paperback
ISBN10 3540928995
Release Date 8/5/2009
loading
Sold Out
Sorry, you missed the deal!
This product is currently not available.
ADVERTISEMENT
Promotions & Offers (1)
  •  custom promo
    5% Back* Sitewide with Promo Code Rewardme *See page for details
ADVERTISEMENT
ADVERTISEMENT