Αναδρομικός υπολογισμός της κατανομής των συνολικών αποζημιώσεων : μια επισκόπηση
Recursive evaluation of the distribution of total claims : a review
Μαμάνδρα, Ελένη Δ.
The purpose of the present study is to analyze recursive formulas for the calculation of the distribution of total claims in an insurance portfolio. In the first place, the most significant definitions, as regards this study, are presented in order to understand the use of recursions. In addition, the reader can find below an analysis of Panjer’s recursion and its generalizations, where both types of analysis, one-dimensional and multidimensional case, are presented. In conclusion, this study is a detailed guide of the best known recursive formulas, theorems and important findings, so as to give the reader an overview of the utility of recursions.