Αναδρομικός υπολογισμός της κατανομής των συνολικών αποζημιώσεων : μια επισκόπηση
Recursive evaluation of the distribution of total claims : a review
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ΑποζημιώσειςAbstract
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.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διοικητική ΚινδύνουDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
99Language
GreekCollections
Except where otherwise noted, this item's license is described as
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές