Recursions for Convolutions and Compound Distributions with Insurance Applications (Record no. 186809)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03206nam a22004815i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-540-92900-0 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160302164802.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100301s2009 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783540929000 |
| -- | 978-3-540-92900-0 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-540-92900-0 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HB135-147 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KF |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT003000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS027000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Vernic, Raluca. |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Recursions for Convolutions and Compound Distributions with Insurance Applications |
| Medium | [electronic resource] / |
| Statement of responsibility, etc. | by Raluca Vernic, Bjoern Sundt. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Berlin, Heidelberg : |
| Name of producer, publisher, distributor, manufacturer | Springer Berlin Heidelberg, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2009. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XV, 345 p. 3 illus. |
| Other physical details | online resource. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS | |
| File type | text file |
| Encoding format | |
| Source | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | EAA Lecture Notes, |
| International Standard Serial Number | 1865-2174 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | I Univariate distributions -- Counting Distributions with Recursion of�Order�One -- Compound Mixed Poisson Distributions -- Infinite Divisibility -- Counting Distributions with Recursion of�Higher Order -- De Pril Transforms of Distributions in -- Individual Models -- Cumulative Functions and Tails -- Moments -- Approximations Based on De Pril Transforms -- Extension to Distributions in ? -- Allowing for Negative Severities -- Underflow and Overflow -- II Multivariate distributions -- Multivariate Compound Distributions of Type 1 -- De Pril Transforms -- Moments -- Approximations Based on De Pril Transforms -- Multivariate Compound Distributions of Type 2 -- Compound Mixed Multivariate Poisson Distributions. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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 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 courses 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Economics, Mathematical. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Quantitative Finance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance, general. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Sundt, Bjoern. |
| Relator term | author. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783540928997 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | EAA Lecture Notes, |
| International Standard Serial Number | 1865-2174 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://dx.doi.org/10.1007/978-3-540-92900-0">http://dx.doi.org/10.1007/978-3-540-92900-0</a> |
| 912 ## - | |
| -- | ZDB-2-SMA |
No items available.