[Free] Recursions for Convolutions and Compound Distributions with Insurance Applications (EAA Series)
✿ Bjoern Sundt, Raluca Vernic ✿
| 2009-04-21 | 2009-04-21 | File Name: B00FC8FWYE
||0 of 0 people found the following review helpful.| Five Stars|By Luis Alvarado|Finally an explicit list of panjer formulas.||From the reviews: “The goal of this book is to give a unified survey of the existing literature on this topic. … Each chapter starts with a summary and ends with a section of further remarks and references. … this book will surely become
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 i...
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