Recursions for Convolutions and Compound Distributions with Insurance Applications

by Bjorn Sundt and Raluca Vernic

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...

• Format: Paperback
• Language: English
• ISBN: 3540928995
• ISBN13: 9783540928997
• Release Date: January 2009
• Publisher: Springer
• Length: 345 Pages
• Weight: 1.20 lbs.
• Dimensions: 0.8" x 6.0" x 9.1"