Lundberg Approximations for Compound Distributions with Insurance Applications [electronic resource] / by Gordon E. Willmot, X. Sheldon Lin.

This monograph discusses Lundberg approximations for compound distributions with special emphasis on applications in insurance risk modeling. These distributions are somewhat awkward from an analytic standpoint, but play a central role in insurance and other areas of applied probability modeling suc...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Willmot, Gordon E.
Other Authors:	Lin, X. Sheldon
Format:	Electronic eBook
Language:	English
Published:	New York, NY : Springer New York, 2001.
Series:	Lecture notes in statistics (Springer-Verlag) ; 156.
Subjects:	Mathematics. Finance. Distribution (Probability theory) Economics > Statistics. Economics. Statistics.