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@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.
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