Recursions for Convolutions and Compound Distributions with Insurance Applications

1. Introduction
Bjørn Sundt, Raluca Vernic

2. Counting Distributions with Recursion ofOrderOne
Bjørn Sundt, Raluca Vernic

3. Compound Mixed Poisson Distributions
Bjørn Sundt, Raluca Vernic

4. Infinite Divisibility
Bjørn Sundt, Raluca Vernic

5. Counting Distributions with Recursion ofHigher Order
Bjørn Sundt, Raluca Vernic

6. De Pril Transforms of Distributions in
P_1 0
Bjørn Sundt, Raluca Vernic

7. Individual Models
Bjørn Sundt, Raluca Vernic

8. Cumulative Functions and Tails
Bjørn Sundt, Raluca Vernic

9. Moments
Bjørn Sundt, Raluca Vernic

10. Approximations Based on De Pril Transforms
Bjørn Sundt, Raluca Vernic

11. Extension to Distributions in ?1_

Bjørn Sundt, Raluca Vernic

12. Allowing for Negative Severities
Bjørn Sundt, Raluca Vernic

13. Underflow and Overflow
Bjørn Sundt, Raluca Vernic

14. Introduction
Bjørn Sundt, Raluca Vernic

15. Multivariate Compound Distributions of Type 1
Bjørn Sundt, Raluca Vernic

16. De Pril Transforms
Bjørn Sundt, Raluca Vernic

17. Moments
Bjørn Sundt, Raluca Vernic

18. Approximations Based on De Pril Transforms
Bjørn Sundt, Raluca Vernic

19. Multivariate Compound Distributions of Type 2
Bjørn Sundt, Raluca Vernic

20. Compound Mixed Multivariate Poisson Distributions
Bjørn Sundt, Raluca Vernic

Avainsanat: Mathematics, Finance /Banking, Quantitative Finance