ISBN 9783540928997,Recursions for Convolutions and Compound Distributions with Insurance Applications

Recursions for Convolutions and Compound Distributions with Insurance Applications

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Publisher

Ingram Publisher Services

Publication Year 2009
ISBN-13

ISBN 9783540928997

ISBN-10 3540928995
Binding

Paperback

Number of Pages 364 Pages
Subject

Applied mathematics

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.
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