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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Full Text (via Springer) |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York,
2001.
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| Series: | Lecture notes in statistics (Springer-Verlag) ;
156. |
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Table of Contents:
- Introduction
- Reliability Background
- Mixed Poisson Distributions
- Compound Distributions
- Bounds Based on Reliability Classifications
- Parametric Bounds
- Compound Geometric and Negative Binomial Distributions
- Tijms Approximations
- Defective Renewal Equations
- The Severity of Ruin
- Renewal Risk Processes.