Integral equations for the aggregate claim amount

 

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Detaylı Bibliyografya
Yazar: Pacheco-González, Carlos G.
Materyal Türü: artículo original
Durum:Versión publicada
Yayın Tarihi:2011
Diğer Bilgiler:In the context of insurance mathematics, we study the renewal properties of the so-called aggregate claim amount for the non-discounted and the discounted case. For these models, we set integral equations for the distribution function. Additionally we mention how the integral equation may be used to find an approximation of the distribution.
Ülke:Portal de Revistas UCR
Kurum:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Dil:Español
OAI Identifier:oai:portal.ucr.ac.cr:article/2110
Online Erişim:https://revistas.ucr.ac.cr/index.php/matematica/article/view/2110
Anahtar Kelime:aggregate claim amount
Volterra integral equation
discounted process
monto agregado de reclamaciones
ecuación integral de Volterra
proceso de descuento