Integral Equations for the Aggregate Claim Amount

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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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
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spelling doaj-3cacc84095bb44a9931995e023e11b172020-11-24T20:48:25ZspaUniversidad de Costa RicaRevista de Matemática: Teoría y Aplicaciones2215-33732011-03-011811810.15517/rmta.v18i1.21102008Integral Equations for the Aggregate Claim AmountCarlos G Pacheco González0CINVESTAV-IPN, Departamento de MatemáticasIn 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 find an approximation of the distribution.https://revistas.ucr.ac.cr/index.php/matematica/article/view/2110
collection DOAJ
language Spanish
format Article
sources DOAJ
author Carlos G Pacheco González
spellingShingle Carlos G Pacheco González
Integral Equations for the Aggregate Claim Amount
Revista de Matemática: Teoría y Aplicaciones
author_facet Carlos G Pacheco González
author_sort Carlos G Pacheco González
title Integral Equations for the Aggregate Claim Amount
title_short Integral Equations for the Aggregate Claim Amount
title_full Integral Equations for the Aggregate Claim Amount
title_fullStr Integral Equations for the Aggregate Claim Amount
title_full_unstemmed Integral Equations for the Aggregate Claim Amount
title_sort integral equations for the aggregate claim amount
publisher Universidad de Costa Rica
series Revista de Matemática: Teoría y Aplicaciones
issn 2215-3373
publishDate 2011-03-01
description 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 find an approximation of the distribution.
url https://revistas.ucr.ac.cr/index.php/matematica/article/view/2110
work_keys_str_mv AT carlosgpachecogonzalez integralequationsfortheaggregateclaimamount
_version_ 1716807764425048064

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