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Loss Models [2013]
- 1
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Introduction
- 3
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Coxian and Related Distributions
- 11
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Mixed Erlang Distributions
- 23
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Extreme Value Distributions
- 51
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Analytic and Related Methods for Aggregate Claim Models
- 73
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Computational Methods for Aggregate Models
- 97
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Counting Processes
- 119
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Discrete Claim Count Models
- 159
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Compound Distributions with Time Dependent Claim Amounts
- 187
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Copula Models
- 215
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Continuous‐Time Ruin Models
- 255
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Interpolation and Smoothing
- 273
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Appendix A: An Inventory of Continuous Distributions
- 289
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Appendix B: An Inventory of Discrete Distributions
- 297
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Appendix C: Discretization of the Severity Distribution
- 301
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Appendix D: Solutions to Exercises
- 339
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References
- 345
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Index
- 349
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Wiley Series in Probability and Statistics
- i
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Front Matter