ABOUT THE BOOK

image not available

    Accession Number

 B5543

    Title

 Recursions For Convolutions And Compound Distributions With Insurance Applications

    Author

 Sundt, Bjorn/ Vernic, Raluca

    Publisher

 Springer

    ISBN

 978-3-540-95899-7

     Summary

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 general setting, but actuarial application 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 course 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.