000			03206nam a22004815i 4500
001			978-3-540-92900-0
003			DE-He213
005			20160302164802.0
007			cr nn 008mamaa
008			100301s2009 gw | s |||| 0|eng d
020			_a9783540929000 _9978-3-540-92900-0
024	7		_a10.1007/978-3-540-92900-0 _2doi
050		4	_aHB135-147
072		7	_aKF _2bicssc
072		7	_aMAT003000 _2bisacsh
072		7	_aBUS027000 _2bisacsh
082	0	4	_a519 _223
100	1		_aVernic, Raluca. _eauthor.
245	1	0	_aRecursions for Convolutions and Compound Distributions with Insurance Applications _h[electronic resource] / _cby Raluca Vernic, Bjoern Sundt.
264		1	_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2009.
300			_aXV, 345 p. 3 illus. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aEAA Lecture Notes, _x1865-2174
505	0		_aI 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			_aSince 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	_aMathematics.
650		0	_aFinance.
650		0	_aEconomics, Mathematical.
650	1	4	_aMathematics.
650	2	4	_aQuantitative Finance.
650	2	4	_aFinance, general.
700	1		_aSundt, Bjoern. _eauthor.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9783540928997
830		0	_aEAA Lecture Notes, _x1865-2174
856	4	0	_uhttp://dx.doi.org/10.1007/978-3-540-92900-0
912			_aZDB-2-SMA
999			_c186809 _d186809