Sumários

4. AGGREGATE LOSS MODELS

27 Março 2017, 11:00 Alfredo Egídio dos Reis

4.7 Approximated methodos 

4.7.1 Normal power

4.7.2 The translated Gamma approximation


4. AGGREGATE LOSS MODELS

22 Março 2017, 11:00 Alfredo Egídio dos Reis

4.4.3 Constructing arithmetic distributions (cont'd)

4.7 Approximated methodos 

4.7.1 Normal power (inc.)


4. AGGREGATE LOSS MODELS

20 Março 2017, 11:00 Alfredo Egídio dos Reis

4.4 The aggregate claim distribution

4.4.1 Introduction

4.4.2 Recursive method

4.4.3 Constructing arithmetic distributions (inc.)


4. AGGREGATE LOSS MODELS

15 Março 2017, 11:00 Alfredo Egídio dos Reis

3.5 The impact of deductibles on the claim frequency (cont'd)

4. AGGREGATE LOSS MODELS

4.1 Collective risk model versus individual risk model

4.2 Assumptions and characteristics of the compound model

4.3 Special cases

4.4 The aggregate claim distribution

4.4.1 Introduction


3. IMPACT OF COVERAGE MODIFICATIONS IN THE FREQUENCY AND SEVERITY

13 Março 2017, 11:00 Alfredo Egídio dos Reis

3.2 Inflation effects

3.3 Policy limits

3.4 Coinsurance, deductibles and limits

3.5 The impact of deductibles on the claim frequency