Recurrent methods of construction of cumulative functions of risk
The estimation problem of the enterprise total losses related to the improper performance of liability is considered. The total losses distribution function and density for the aggregate contracts are constructed by the recurrent methods, proposed by N. de Pril and H. Panjer. The numerical experimen...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Samara State Technical University
2012-06-01
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| Series: | Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki |
| Subjects: | |
| Online Access: | https://journals.eco-vector.com/1991-8615/article/viewFile/20909/17169 |