Další formáty:
BibTeX
LaTeX
RIS
@inproceedings{1094403,
author = {Kafková, Silvie},
address = {Brno},
booktitle = {Financial Mathematics in Practice II, Book of short papers},
editor = {Jiří Zelinka, Martin Řezáč},
keywords = {the aggregate claim amount;moment generating function; convolution; compound Poisson distribution},
howpublished = {tištěná verze "print"},
language = {eng},
location = {Brno},
isbn = {978-80-210-6176-7},
pages = {36-41},
publisher = {Masaryk University},
title = {The Aggregate Claim amount},
year = {2013}
}
TY - JOUR
ID - 1094403
AU - Kafková, Silvie
PY - 2013
TI - The Aggregate Claim amount
PB - Masaryk University
CY - Brno
SN - 9788021061767
KW - the aggregate claim amount;moment generating function
KW - convolution
KW - compound Poisson distribution
N2 - 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 amount and compound Poisson distribution. The final part contains a simple example of density estimation of the aggregate claim amount.
ER -
KAFKOVÁ, Silvie. The Aggregate Claim amount. In Jiří Zelinka, Martin Řezáč. \textit{Financial Mathematics in Practice II, Book of short papers}. Brno: Masaryk University, 2013, s.~36-41. ISBN~978-80-210-6176-7.
|
