Recurrent methods of construction of cumulative functions of risk

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...

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Bibliographic Details
Main Authors:	Viktor N Nikishov, Elena V Mikhailova
Format:	Article
Language:	English
Published:	Samara State Technical University 2012-06-01
Series:	Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki
Subjects:	total loss recurrent methods cumulative functions of risk
Online Access:	https://journals.eco-vector.com/1991-8615/article/viewFile/20909/17169

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