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Recursions for Convolutions and Compound Distributions with Insurance Applications

  • Raluca Vernic
  • Bjoern Sundt

Part of the EAA Lecture Notes book series (EAAS)

Table of contents

  1. Front Matter
    Pages 1-15
  2. Univariate Distributions

    1. Front Matter
      Pages 1-1
    2. Bjørn Sundt, Raluca Vernic
      Pages 3-28
    3. Bjørn Sundt, Raluca Vernic
      Pages 29-63
    4. Bjørn Sundt, Raluca Vernic
      Pages 65-84
    5. Bjørn Sundt, Raluca Vernic
      Pages 85-99
    6. Bjørn Sundt, Raluca Vernic
      Pages 101-125
    7. Bjørn Sundt, Raluca Vernic
      Pages 135-148
    8. Bjørn Sundt, Raluca Vernic
      Pages 149-160
    9. Bjørn Sundt, Raluca Vernic
      Pages 161-180
    10. Bjørn Sundt, Raluca Vernic
      Pages 181-215
    11. Bjørn Sundt, Raluca Vernic
      Pages 217-221
    12. Bjørn Sundt, Raluca Vernic
      Pages 223-229
    13. Bjørn Sundt, Raluca Vernic
      Pages 231-234
  3. Multivariate Distributions

    1. Front Matter
      Pages 235-235
    2. Bjørn Sundt, Raluca Vernic
      Pages 237-244
    3. Bjørn Sundt, Raluca Vernic
      Pages 245-258
    4. Bjørn Sundt, Raluca Vernic
      Pages 259-274
    5. Bjørn Sundt, Raluca Vernic
      Pages 275-286
    6. Bjørn Sundt, Raluca Vernic
      Pages 287-288
    7. Bjørn Sundt, Raluca Vernic
      Pages 289-295
    8. Bjørn Sundt, Raluca Vernic
      Pages 297-325
  4. Back Matter
    Pages 1-17

About this book

Introduction

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.

Keywords

Approximation Counting Finance Finite Poisson distribution convolution distribution evaluation field form function functions operations research recursion reliability

Authors and affiliations

  • Raluca Vernic
  • Bjoern Sundt

There are no affiliations available

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-540-92900-0
  • Copyright Information Springer-Verlag Berlin Heidelberg 2009
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-540-92899-7
  • Online ISBN 978-3-540-92900-0
  • Series Print ISSN 1865-2174
  • Series Online ISSN 1865-2182
  • Buy this book on publisher's site