The Aggregate Claim amount
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F13%3A00068022" target="_blank" >RIV/00216224:14310/13:00068022 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
The Aggregate Claim amount
Original language description
This paper deals with a mathematical model of non-life insurance, the aggregate claim amount model. First we recall the notions of insurance, insurable risk, moment generating function and convolution. Then we present the model of aggregate claim amountand compound Poisson distribution. The final part contains a simple example of density estimation of the aggregate claim amount.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Financial Mathematics in Practice II, Book of short papers
ISBN
9788021061767
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
36-41
Publisher name
Masaryk University
Place of publication
Brno
Event location
Svratka
Event date
Jan 1, 2012
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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