KAFKOVÁ, Silvie. The Aggregate Claim amount. In Jiří Zelinka, Martin Řezáč. Financial Mathematics in Practice II, Book of short papers. Brno: Masaryk University, 2013, p. 36-41. ISBN 978-80-210-6176-7.
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Basic information
Original name The Aggregate Claim amount
Authors KAFKOVÁ, Silvie (203 Czech Republic, guarantor, belonging to the institution).
Edition Brno, Financial Mathematics in Practice II, Book of short papers, p. 36-41, 6 pp. 2013.
Publisher Masaryk University
Other information
Original language English
Type of outcome Proceedings paper
Field of Study 10101 Pure mathematics
Country of publisher Czech Republic
Confidentiality degree is not subject to a state or trade secret
Publication form printed version "print"
RIV identification code RIV/00216224:14310/13:00068022
Organization unit Faculty of Science
ISBN 978-80-210-6176-7
Keywords in English the aggregate claim amount;moment generating function; convolution; compound Poisson distribution
Changed by Changed by: Mgr. Silvie Zlatošová, Ph.D., učo 175424. Changed: 24/3/2014 16:10.
Abstract
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.
PrintDisplayed: 26/4/2024 13:15