Revista de Matemática: Teoría y Aplicaciones ISSN Impreso: 1409-2433 ISSN electrónico: 2215-3373

OAI: https://revistas.ucr.ac.cr/index.php/matematica/oai
Integral equations for the aggregate claim amount
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Keywords

aggregate claim amount
Volterra integral equation
discounted process
monto agregado de reclamaciones
ecuación integral de Volterra
proceso de descuento

How to Cite

Pacheco-González, C. G. (2011). Integral equations for the aggregate claim amount. Revista De Matemática: Teoría Y Aplicaciones, 18(1), 1–8. https://doi.org/10.15517/rmta.v18i1.2110

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.

https://doi.org/10.15517/rmta.v18i1.2110
PDF (Español (España))

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