Informace o publikaci
The Aggregate Claim amount
| Autoři | |
|---|---|
| Rok publikování | 2013 |
| Druh | Článek ve sborníku |
| Konference | Financial Mathematics in Practice II, Book of short papers |
| Fakulta / Pracoviště MU | |
| Citace | |
| Obor | Obecná matematika |
| Klíčová slova | the aggregate claim amount;moment generating function; convolution; compound Poisson distribution |
| Popis | 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. |