Sumários

6. RISK MEASURES

30 Março 2016, 11:00 Alfredo Egídio dos Reis

5.2 Properties

6. RISK MEASURES

 


5. PREMIUM PRINCIPLES

16 Março 2016, 11:00 Alfredo Egídio dos Reis

4.7 Approximated methods

4.7.1 The Normal Power approximation

4.7.2 The translated Gamma approximation

5. PREMIUM PRINCIPLES

5.1 Some premium calculation principles

5.2 Properties


4. Aggregate loss models

14 Março 2016, 11:00 Alfredo Egídio dos Reis

4.5                 The impact of individual policy modifications on the aggregate claim distribution

4.6                 The individual model


4. Aggregate loss models

9 Março 2016, 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


4. AGGREGATE LOSS MODELS

7 Março 2016, 11:00 Alfredo Egídio dos Reis

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