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Loss Models [2013]

1
Introduction
3
Coxian and Related Distributions
11
Mixed Erlang Distributions
23
Extreme Value Distributions
51
Analytic and Related Methods for Aggregate Claim Models
73
Computational Methods for Aggregate Models
97
Counting Processes
119
Discrete Claim Count Models
159
Compound Distributions with Time Dependent Claim Amounts
187
Copula Models
215
Continuous‐Time Ruin Models
255
Interpolation and Smoothing
273
Appendix A: An Inventory of Continuous Distributions
289
Appendix B: An Inventory of Discrete Distributions
297
Appendix C: Discretization of the Severity Distribution
301
Appendix D: Solutions to Exercises
339
References
345
Index
349
Wiley Series in Probability and Statistics
i
Front Matter
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