Add to ORKGCelem pracy jest przedstawienie, opis i porównanie ze względu na liczbę operacji oraz czas obliczeń trzech metod liczenia rozkładu zagregowanych szkód - metody de Prila, Kornyi i Panjera.The aim of the work is to present, describe and compare the number of operations and time of calculations of three methods of calculating aggregated claims distribution - methods of de Pril, Kornya and Panjer
Based on quality actuarial analysis of specific data, an effective method to estimate the distributi...
Title: Computational tools for IBNR reserves calculation Author: Bc. Štěpán Gregor Department: Depar...
Abstract: The classical Panjer recursion is a first-order recursion of simple form depending on two ...
Bachelor thesis deals with the calculation of the distribution of an aggregated claim: at first gene...
The aim of this work is the calculation of compound distributions by using the algorithm known as th...
In this bachelor thesis I study the distribution of aggregate claims. First I introduce the topic an...
W pracy magisterskiej opisano model ryzyka indywidualnego i model ryzyka kolektywnego. Omówiono rozk...
textabstractThe use of Panjer's algorithm has meanwhile become a widespread standard technique for a...
Głównym tematem pracy jest przedstawienie zastosowania rozkładów dwumianowych do opisywania całkowit...
AbstractWe derive recursions for the probability distribution of random sums by computer algebra. Un...
For an insurance company, evaluating the aggregate claims distribution is needed. We can easily show...
This diploma thesis deals with the mathematical models in general insurance. The aim of this thesis ...
In actuarial science, Panjer recursion (1981) is used in insurance to compute the loss distribution ...
In actuarial science, Panjer recursion (1981) is used in insurance to compute the loss distribution ...
The probability of a claim and the amount paid out in most short term nonlife instance contracts is...
Based on quality actuarial analysis of specific data, an effective method to estimate the distributi...
Title: Computational tools for IBNR reserves calculation Author: Bc. Štěpán Gregor Department: Depar...
Abstract: The classical Panjer recursion is a first-order recursion of simple form depending on two ...
Bachelor thesis deals with the calculation of the distribution of an aggregated claim: at first gene...
The aim of this work is the calculation of compound distributions by using the algorithm known as th...
In this bachelor thesis I study the distribution of aggregate claims. First I introduce the topic an...
W pracy magisterskiej opisano model ryzyka indywidualnego i model ryzyka kolektywnego. Omówiono rozk...
textabstractThe use of Panjer's algorithm has meanwhile become a widespread standard technique for a...
Głównym tematem pracy jest przedstawienie zastosowania rozkładów dwumianowych do opisywania całkowit...
AbstractWe derive recursions for the probability distribution of random sums by computer algebra. Un...
For an insurance company, evaluating the aggregate claims distribution is needed. We can easily show...
This diploma thesis deals with the mathematical models in general insurance. The aim of this thesis ...
In actuarial science, Panjer recursion (1981) is used in insurance to compute the loss distribution ...
In actuarial science, Panjer recursion (1981) is used in insurance to compute the loss distribution ...
The probability of a claim and the amount paid out in most short term nonlife instance contracts is...
Based on quality actuarial analysis of specific data, an effective method to estimate the distributi...
Title: Computational tools for IBNR reserves calculation Author: Bc. Štěpán Gregor Department: Depar...
Abstract: The classical Panjer recursion is a first-order recursion of simple form depending on two ...