Encyclopedia of Actuarial Science by Jozef Teugels, Bj?rn Sundt

By Jozef Teugels, Bj?rn Sundt

The Encyclopedia of Actuarial technological know-how provides a well timed and accomplished physique of information designed to function a necessary reference for the actuarial career and all similar company and monetary actions, in addition to researchers and scholars in actuarial technology and comparable parts. Drawing at the adventure of top foreign editors and authors from and educational study the encyclopedia presents an authoritative exposition of either quantitative tools and functional elements of actuarial technological know-how and assurance. The cross-disciplinary nature of the paintings is mirrored not just in its assurance of key ideas from enterprise, economics, hazard, likelihood thought and records but in addition by way of the inclusion of aiding themes resembling demography, genetics, operations learn and informatics.

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Encyclopedia of Actuarial Science

The Encyclopedia of Actuarial technology provides a well timed and accomplished physique of information designed to function a necessary reference for the actuarial career and all similar company and fiscal actions, in addition to researchers and scholars in actuarial technological know-how and comparable components. Drawing at the event of top foreign editors and authors from and educational study the encyclopedia presents an authoritative exposition of either quantitative tools and functional elements of actuarial technology and coverage.

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Hence, the negative binomial distribution is itself a compound Poisson distribution, if the ‘secondary’ distribution P2 (z) is itself a logarithmic distribution. This property is very useful in convoluting negative binomial distributions with different parameters. By multiplying Poisson-logarithmic representations of negative binomial pgfs together, one can see that the resulting pgf is itself compound Poisson with the secondary distribution being a weighted average of logarithmic distributions.

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3 [16] Sundt, B. (2002). Recursive evaluation of aggregate claims distributions, Insurance: Mathematics and Economics 30, 297–322. [17] Sundt, B. S. (1981). Further results of recursive evaluation of compound distributions, ASTIN Bulletin 12, 27–39. [18] Teugels, J. (1985). Approximation and estimation of some compound distributions, Insurance: Mathematics and Economics 4, 143–153. E. (1994). Sundt and Jewell’s family of discrete distributions, ASTIN Bulletin 18, 17–29. E. (2002). Compound geometric residual lifetime distributions and the deficit at ruin, Insurance: Mathematics and Economics 30, 421–438.

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