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Recursions for Convolutions and Compound Distributions with Insurance Applications (EAA Series)

Bjoern Sundt, Raluca Vernic




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 |  2009-04-21 |  2009-04-21 | File type: PDF

||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 a

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...

You easily download any file type for your gadget.Recursions for Convolutions and Compound Distributions with Insurance Applications (EAA Series)   |  Bjoern Sundt, Raluca Vernic. A good, fresh read, highly recommended.

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