Recursions for Convolutions and Compound Distributions with Insurance Applications
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 actua...
| Main Authors: | , |
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| Corporate Author: | |
| Format: | Electronic |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2009.
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| Series: | EAA Lecture Notes,
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| Subjects: | |
| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-540-92900-0 |