Integral equations for the aggregate claim amount

 

保存先:
書誌詳細
著者: Pacheco-González, Carlos G.
フォーマット: artículo original
状態:Versión publicada
出版日付:2011
その他の書誌記述: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.
国:Portal de Revistas UCR
機関:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
言語:Español
OAI Identifier:oai:archivo.portal.ucr.ac.cr:article/2110
オンライン・アクセス:https://archivo.revistas.ucr.ac.cr/index.php/matematica/article/view/2110
キーワード:aggregate claim amount
Volterra integral equation
discounted process
monto agregado de reclamaciones
ecuación integral de Volterra
proceso de descuento