Integral equations for the aggregate claim amount
Guardado en:
| 作者: | |
|---|---|
| 格式: | artículo original |
| 狀態: | Versión publicada |
| Fecha de Publicación: | 2011 |
| 實物特徵: | 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. |
| País: | Portal de Revistas UCR |
| 機構: | Universidad de Costa Rica |
| Repositorio: | Portal de Revistas UCR |
| 語言: | Español |
| OAI Identifier: | oai:archivo.portal.ucr.ac.cr:article/2110 |
| 在線閱讀: | https://archivo.revistas.ucr.ac.cr/index.php/matematica/article/view/2110 |
| Palabra clave: | aggregate claim amount Volterra integral equation discounted process monto agregado de reclamaciones ecuación integral de Volterra proceso de descuento |