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Recursions for Convolutions and Compound Distributions with Insurance Applications - Luca Bertazzi
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Luca Bertazzi:

Recursions for Convolutions and Compound Distributions with Insurance Applications - new book

ISBN: 9783540929000

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… More...

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Bjoern Sundt; Raluca Vernic:

Recursions for Convolutions and Compound Distributions with Insurance Applications - new book

ISBN: 9783540929000

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 theor… More...

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Recursions for Convolutions and Compound Distributions with Insurance Applications - Bjoern Sundt; Raluca Vernic
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Bjoern Sundt; Raluca Vernic:
Recursions for Convolutions and Compound Distributions with Insurance Applications - new book

ISBN: 9783540929000

Mathematics; Quantitative Finance; Finance, general Approximation, Counting, Finance, Finite, Poisson distribution, convolution, distribution, evaluation, field, form, function, functions… More...

  - 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. Shipping costs:zzgl. Versandkosten, plus shipping costs
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Bjoern Sundt;Raluca Vernic: Recursions for Convolutions and Compound Distributions with Insurance Applications - new book

2009, ISBN: 9783540929000

EAA Series. 2009. Auflage EAA Series. 2009. Auflage eBooks > Wirtschaft, [PU: Springer, Berlin/Heidelberg]

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Recursions for Convolutions and Compound Distributions with Insurance Applications - Bjoern Sundt; Raluca Vernic
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Bjoern Sundt; Raluca Vernic:
Recursions for Convolutions and Compound Distributions with Insurance Applications - First edition

2009, ISBN: 9783540929000

[ED: 1], Auflage, eBook Download (PDF), eBooks, [PU: Springer-Verlag]

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Recursions for Convolutions and Compound Distributions with Insurance Applications
Author:
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ISBN:

9783540929000

Details of the book - Recursions for Convolutions and Compound Distributions with Insurance Applications


EAN (ISBN-13): 9783540929000
Publishing year: 2009
Publisher: Springer Berlin
345 Pages
Language: eng/Englisch

Book in our database since 2012-06-22T19:34:08+01:00 (London)
Detail page last modified on 2023-02-16T15:11:58+00:00 (London)
ISBN/EAN: 9783540929000

ISBN - alternate spelling:
978-3-540-92900-0
Alternate spelling and related search-keywords:
Book author: berlin luca
Book title: convolution

Information from Publisher

Author: Bjoern Sundt; Raluca Vernic
Title: EAA Lecture Notes; Recursions for Convolutions and Compound Distributions with Insurance Applications
Publisher: Springer; Springer Berlin
345 Pages
Publishing year: 2009-04-21
Berlin; Heidelberg; DE
Language: English
53,49 € (DE)
55,00 € (AT)
59,00 CHF (CH)
Available
XV, 345 p. 3 illus.

EA; E107; eBook; Nonbooks, PBS / Mathematik/Sonstiges; Angewandte Mathematik; Verstehen; Approximation; Counting; Finance; Finite; Poisson distribution; convolution; distribution; evaluation; field; form; function; functions; operations research; recursion; reliability; quantitative finance; B; Mathematics in Business, Economics and Finance; Financial Economics; Mathematics and Statistics; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Finanzenwesen und Finanzindustrie; BC

I Univariate distributions.- Counting Distributions with Recursion of Order One.- Compound Mixed Poisson Distributions.- Infinite Divisibility.- Counting Distributions with Recursion of Higher Order.- De Pril Transforms of Distributions in.- Individual Models.- Cumulative Functions and Tails.- Moments.- Approximations Based on De Pril Transforms.- Extension to Distributions in ?.- Allowing for Negative Severities.- Underflow and Overflow.- II Multivariate distributions.- Multivariate Compound Distributions of Type 1.- De Pril Transforms.- Moments.- Approximations Based on De Pril Transforms.- Multivariate Compound Distributions of Type 2.- Compound Mixed Multivariate Poisson Distributions.
Includes supplementary material: sn.pub/extras

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