Keywords
Volterra integral equation
discounted process
monto agregado de reclamaciones
ecuación integral de Volterra
proceso de descuento
How to Cite
Abstract
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.
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