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Lundberg Approximations for Compound Distributions with Insurance Applications
Willmot, Gordon E.; Lin, X.Sheldon
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Description for Lundberg Approximations for Compound Distributions with Insurance Applications
Paperback. Suitable for researchers and graduate students in the areas of applied probability and insurance risk. Series: Lecture Notes in Statistics. Num Pages: 260 pages, biography. BIC Classification: GPQD; PBF; PBT. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 14. Weight in Grams: 830.
These notes represent our summary of much of the recent research that has been done in recent years on approximations and bounds that have been developed for compound distributions and related quantities which are of interest in insurance and other areas of application in applied probability. The basic technique employed in the derivation of many bounds is induc tive, an approach that is motivated by arguments used by Sparre-Andersen (1957) in connection with a renewal risk model in insurance. This technique is both simple and powerful, and yields quite general results. The bounds themselves are motivated by the classical Lundberg ... Read more
These notes represent our summary of much of the recent research that has been done in recent years on approximations and bounds that have been developed for compound distributions and related quantities which are of interest in insurance and other areas of application in applied probability. The basic technique employed in the derivation of many bounds is induc tive, an approach that is motivated by arguments used by Sparre-Andersen (1957) in connection with a renewal risk model in insurance. This technique is both simple and powerful, and yields quite general results. The bounds themselves are motivated by the classical Lundberg ... Read more
Product Details
Format
Paperback
Publication date
2000
Publisher
Springer-Verlag New York Inc. United States
Number of pages
260
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
250
Place of Publication
New York, NY, United States
ISBN
9780387951355
SKU
V9780387951355
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Usually ships in 15 to 20 working days
Ref
99-15
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