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1、EAAseries-TextbookEditorsCh.HippM.KollerA.PelsserE.PitaccoD.Filipovic(Co-Chair)U.Orbanz(Co-Chair)EAAseriesissuccessoroftheEAALectureNotesandsupportedbytheEuropeanActuarialAcademy(EAAGmbH),foundedonthe29August,2005inCologne(Germany)bytheActuarialAssociatio
2、nsofAustria,Germany,theNetherlandsandSwitzerland.EAAoffersactuarialeducationincludingexamination,permanenteducationforcertifiedactuariesandconsultingonactuarialeducation.actuarial-academy.comEAAseries/EAALectureNotesWüthrich,M.V.;Bühlmann,H.;Furrer,H.Marke
3、t-ConsistentActuarialValuation2007Lütkebohmert,E.ConcentrationRiskinCreditPortfolios2009Sundt,B.;Vernic,R.RecursionsforConvolutionsandCompoundDistributionswithInsuranceApplications2009Ohlsson,E.;Johansson,B.Non-LifeInsurancePricingwithGeneralizedLinearMod
4、els2010EsbjörnOhlssonBjörnJohanssonNon-LifeInsurancePricingwithGeneralizedLinearModelsDr.EsbjörnOhlssonDr.BjörnJohanssonLänsförsäkringarAllianceLänsförsäkringarAlliance10650Stockholm10650StockholmSwedenSwedenESBJ@math.su.seISSN1869-6929e-ISSN1869-6937ISB
5、N978-3-642-10790-0e-ISBN978-3-642-10791-7DOI10.1007/978-3-642-10791-7SpringerHeidelbergDordrechtLondonNewYorkLibraryofCongressControlNumber:2010923536MathematicsSubjectClassification(2000):91Gxx,62Jxx,97M30©Springer-VerlagBerlinHeidelberg2010Thisworkissubj
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7、ationorpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.ViolationsareliabletoprosecutionundertheGermanCopyrightLaw.Theuseofgeneraldescriptivenames
8、,registerednames,trademarks,etc.inthispublicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantprotectivelawsandregulationsandthereforefreeforgeneraluse.Coverdesign:WMXDesignG
