Integral equations for the aggregate claim amount
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| Συγγραφέας: | |
|---|---|
| Μορφή: | artículo original |
| Κατάσταση: | Versión publicada |
| Ημερομηνία έκδοσης: | 2011 |
| Περιγραφή: | 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. |
| Χώρα: | Portal de Revistas UCR |
| Ίδρυμα: | Universidad de Costa Rica |
| Repositorio: | Portal de Revistas UCR |
| Γλώσσα: | Español |
| OAI Identifier: | oai:archivo.portal.ucr.ac.cr:article/2110 |
| Διαθέσιμο Online: | https://archivo.revistas.ucr.ac.cr/index.php/matematica/article/view/2110 |
| Λέξη-Κλειδί : | aggregate claim amount Volterra integral equation discounted process monto agregado de reclamaciones ecuación integral de Volterra proceso de descuento |