Integral Equations for the Aggregate Claim Amount

In the context of insurance mathematics, we study the renewal properties of the so-called aggregate claim amount for the non-discounted and the discounted case. For these models, we set integral equations for the distribution function. Additionally we mention how the integral equation may be used to...

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Bibliographic Details
Main Author: Carlos G Pacheco González
Format: Article
Language:Spanish
Published: Universidad de Costa Rica 2011-03-01
Series:Revista de Matemática: Teoría y Aplicaciones
Online Access:https://revistas.ucr.ac.cr/index.php/matematica/article/view/2110