Add to ORKGWe present two approaches how to find the distribution law for the aggregate claims in given insurance portfolio. We assume that a book of policies is the union of disjoint classes and each of which has an aggregate distribution. The formulas for the aggregate claims for the whole book are applied to a special case when claim count distribution is Poisson
In the collective risk model, the aggregate claim amount for the portfolio is denoted by S=X1+X2+…+X...
In the present paper, we give su¢ cient conditions for an ordering of De Pril approximations of the ...
In this paper, a bivariate compound Poisson model is proposed for calculating the aggregate claims d...
In the present paper, we propose a method of practical utility for calculating the aggregate claims ...
In this paper we examine two classes of correlated aggregate claims distributions, with univariate c...
In this paper, we focus on the computation of the aggregate claims distribution in the individual li...
Claims reserving and claims process estimation are classical problems in general insurance. Some of ...
A well-known approximation of the aggregate claims distribution in the individual risk theory model ...
A very well known approximation of the aggregate claims distribution in the individual risk theory m...
The total amount of claims in a particular time period, in actuarial literature named as collective ...
This paper aims to evaluate the aggregate claims distribution under the collective risk model when t...
Kornya-type higher order approximations are derived for the aggregate claims distribution and for st...
In this paper, we compare the error in several approximation methods for the cumulative aggregate cl...
Bachelor thesis deals with the calculation of the distribution of an aggregated claim: at first gene...
A well-known approximation of the aggregate claims distribution in the individual risk theory model ...
In the collective risk model, the aggregate claim amount for the portfolio is denoted by S=X1+X2+…+X...
In the present paper, we give su¢ cient conditions for an ordering of De Pril approximations of the ...
In this paper, a bivariate compound Poisson model is proposed for calculating the aggregate claims d...
In the present paper, we propose a method of practical utility for calculating the aggregate claims ...
In this paper we examine two classes of correlated aggregate claims distributions, with univariate c...
In this paper, we focus on the computation of the aggregate claims distribution in the individual li...
Claims reserving and claims process estimation are classical problems in general insurance. Some of ...
A well-known approximation of the aggregate claims distribution in the individual risk theory model ...
A very well known approximation of the aggregate claims distribution in the individual risk theory m...
The total amount of claims in a particular time period, in actuarial literature named as collective ...
This paper aims to evaluate the aggregate claims distribution under the collective risk model when t...
Kornya-type higher order approximations are derived for the aggregate claims distribution and for st...
In this paper, we compare the error in several approximation methods for the cumulative aggregate cl...
Bachelor thesis deals with the calculation of the distribution of an aggregated claim: at first gene...
A well-known approximation of the aggregate claims distribution in the individual risk theory model ...
In the collective risk model, the aggregate claim amount for the portfolio is denoted by S=X1+X2+…+X...
In the present paper, we give su¢ cient conditions for an ordering of De Pril approximations of the ...
In this paper, a bivariate compound Poisson model is proposed for calculating the aggregate claims d...